This paper focuses on the problem of fault detection (FD) for high-order heterogeneous nonlinear multi-agent systems. The nonlinear part of the multi-agent systems comprises a known Lipschitz nonlinear function and an unknown nonlinear function. Fault in one agent can be detected by the unknown input observers, which are constructed in its neighbor nodes. In the observers, the unknown nonlinear functions are treated as unknown input, and do not appear in the observer residual dynamic, so the residual is robust to all types of unknown nonlinear functions, which may contain additive disturbance as well as nonlinear, uncertain, time-varying terms, and so on. Simulations are given to demonstrate the effectiveness of the proposed methods.