The anomaly detection task is a well know problem being researched among a variety of areas, including machine learning. The task is to identify data patterns that have a non expected behaviour, that can be a malicious data sent by an attacker or a unexpected valid behaviour, in both cases the anomaly need to be identified. With the advance of deep learning based techniques showing that this class of algorithms can learn high-dimensional and complex data patterns, naturally it became an option to the anomaly detection task. Recent researches in literature are using a sub-field of deep learning algorithms named Generative Adversarial Networks for predicting anomalous samples, since the original method can learn the data distribution. These new techniques make some changes for the anomaly detection task, and this work provides a briefly review on these methods and provides a comparison with well known methods.