This paper studies the problem of finite-time robust fault detection filter design for interconnected systems with packet dropouts and changing structures. There are some packet dropouts occurring in the network before transmitting to the robust fault detection filter. Different from previous results, taking cases of randomly disconnected interconnections among these subsystems into account, a switched scheme is introduced to address the problem of failed interconnection. Meanwhile, an arbitrary switching signal is introduced to denote which one subsystem is activated at the instant of disconnection of interconnection. The filter is designed to guarantee the finite-time boundedness and the achievement of the performance to the fault detection system. Sufficient conditions on the existence of desired filter are presented in term of feasible linear matrix inequalities by using the switched Lyapunov functional approach based on stochastic functional. Two examples are finally given to show the effectiveness of our method.