An outlier detection device for detecting abnormal data in a data set an outlier rule preservation unit, a filtering unit, a degree of outlier calculation unit, a sampling unit, and a supervised learning unit. The supervised learning unit generates a new rule characterizing abnormal data by supervised learning based on a set of the respective data to which a label indicating whether data is abnormal data or not is applied. The new rule is added to the set of rules held in the outlier rule preservation unit to update the rules. The filtering unit uses the rules for determining whether each data of the data set is abnormal or not. The abnormal data is compared to normal data for calculating a degree of abnormality by the degree of outlier calculation unit.