Detecting anomaly in fatigue and fracture experimental materials science is an interesting yet challenging topic. The reasons are threefold. First, the anomalous microstructure feature that gives rise to structural failure is small, sometimes in the order of \(10^{-7}\) of the interrogated volume. This, in turn, results in a highly imbalanced classification problem in machine learning (ML). Second, the consequence is high, in the sense that the test specimen is destructed in such case. Third, the convolution between microstructure stochasticity and the small probability of void nucleation, growth, and coalescence makes failure and fracture a hard-to-predict and challenging problem in materials science due to its irreproducibility, even experimentally. In this paper, we developed a materials digital twin and applied anomaly detection methods to detect voids and anomaly in additive manufacturing (AM). The materials digital twin is driven by two integrated computational materials engineering (ICME) models, which are kinetic Monte Carlo (kMC) and crystal plasticity finite element method (CPFEM). We demonstrated that by using anomaly detection, it is possible to detect voids and other defects in materials digital twin, which paves way for future research in integrating materials digital twin with its physical counterpart.