To guarantee a high indoor air quality is an increasingly important task. Sensors measure pollutants in the air and allow for monitoring and controlling air quality. However, all sensors are susceptible to failures, either permanent or transitory, that can yield incorrect readings. Automatically detecting such faulty readings is therefore crucial to guarantee sensors' reliability. In this paper we evaluate three Machine Learning algorithms applied to the task of classifying a single reading from a sensor as faulty or not, comparing them to standard statistical approaches. We show that all tested machine learning methods -- Multi-layer Perceptron, K-Nearest Neighbor and Random Forest -- outperform their statistical counterparts, both by allowing better separation boundaries and by allowing for the use of contextual information. We further show that this result does not depend on the amount of data, but ML methods are able to continue to improve as more data is made available.