With the widespread application of information technology in microgrids, microgrids are evolving into a class of power cyber–physical systems (CPSs) that are deeply integrated with physical and information systems. Due to the high dependence of microgrids’ distributed cooperative control on real-time communication and system state information, they are increasingly susceptible to false data injection attacks (FDIAs). To deal with this issue, in this paper, a novel false data injection attack detection method for direct-current microgrids (DC MGs) was proposed, based on fusion adaptive cubature Kalman filter (FACKF) approach. Firstly, a DC MG model with false data injection attack is established, and the system under attack is analyzed. Subsequently, an FACKF approach is proposed to detect attacks, capable of accurately identifying the attacks on the DC MG and determining the measurement units injected with false data. Finally, simulation validations were conducted under various DC MG model conditions. The extensive simulation results demonstrate that the proposed method surpasses traditional CKF detection methods in accuracy and effectiveness across different conditions.