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Internal leakage is a typical fault in the hydraulic systems, which may be caused by seal damage, and result in deteriorated performance of the system. To study this issue, this article carries out an experimental investigation of artificial neural network-based detection method for internal leakage fault. A period of pressure signal at one chamber of the actuator was taken in response to sinusoidal-like inputs for the closed-loop controlled system as a basic signal unit, and totally, 1000 periodic signal units are obtained from the experiments. The above experimental measurements are repetitively implemented with 11 different active exerted internal leakage levels, that is, totally 11,000 basic signal units are obtained. For signal processing, the pressure signal in the operation condition without active exerted leakage is chosen to generate a baseline with suitable pre-proceed, and the relative values of the other basic signal units (D-value between the baseline and other original signals) act as the global samples of the following artificial neural networks, traditional back propagation neural network, deep neural network, convolution neural network and auto-encoder neural network, separately; 8800 samples by random extraction as train samples to train the above neural networks and the other samples different from the train samples act as test samples to examine the detection accuracy of the proposed method. It is shown that the deep neural network with five layers can obtain a best detection accuracy (92.23%) of the above-mentioned neural networks. In addition, the methods based on wavelet transform and Hilbert-Huang transform are also applied, and a comparison of these methods is provided at last. From the comparison, it is shown that the proposed detection method obtains a good result without a need to model the internal leakage or a complicated signal processing.