Anomaly detection in manufacturing processes is one of the main concerns in the new era of the Industry 4.0 framework. The detection of uncharacterized events represents a major challenge within the operation monitoring of electrical rotatory machinery. In this regard, although several machine learning techniques have been classically considered, the recent appearance of deep-learning approaches represents an opportunity in the field to increase the anomaly detection capabilities in front of complex electromechanical systems. However, each anomaly detection technique considers its own data interpretability and modelling strategy, which should be analyzed in front of the specificities of the data generated in an industrial environment and, specifically, by an electromechanical actuator. Thus, in this study, a comparison framework is considered including multiple fault scenarios in order to analyze the performance of four representative anomaly detection techniques, that is, one-class support vector machine, k-nearest neighbor, Gaussian mixture model and, finally, deep-autoencoder. The experimental results suggest that the use of the deep-autoencoder in the task of detecting anomalies of operation in electromechanical systems has a higher performance compared to the state of the art methods.