Asynchronous switching between switched system and associated filter or controller frequently occurs in several applications. In this article, the fault detection problem for a class of switched nonlinear systems with asynchronous switching is addressed. To model the switched system behaviour under asynchronous switching, two working modes are adopted to facilitate the studies on the issue. Then, based on average dwell time approach, a fault detection filter is developed via solving LMIs. Furthermore, it is proved that the fault detection problem under synchronous switching is only a particular case of our results for asynchronous switching. Finally, a numerical example is given to illustrate the effectiveness of proposed results.