The power grid is becoming increasingly digitalized as a result of the widespread use of electronic power equipment and the wide availability of new energy sources. It is especially crucial to create multimodal anomaly detection technology in order to handle the increasing complexity and volatility of the power system and guarantee its safe and stable functioning. This paper then analyzes the anomaly detection method of single-modal data and the anomaly detection method under the fusion of multisource and multimodal data, comparing and analyzing it with the single-modal method and the multimodal method, as well as the multimodal fusion and nonfusion method. This is based on an analysis of the architecture of the new power system and its data multisource and multimodal characteristics. Lastly, the difficulties encountered by the present research are enumerated and the future course of development is suggested.