In this paper we describe a data mining approach for detection of anomalous vessel behaviour. The suggested approach is based on Bayesian networks which have two important advantages compared to opaque machine learning techniques such as neural networks: (1) possibility to easily include expert knowledge into the model, and (2) possibility for humans to understand and interpret the learned model. Our approach is implemented and tested on synthetic data, where initial results show that it can be used for detection of single-object anomalies such as speeding.