A relatively new trend in Critical Infrastructures (e.g., power plants, nuclear plants, energy grids, etc.) is the massive migration from the classic model of isolated systems, to a system-of-systems model, where these infrastructures are intensifying their interconnections through Information and Communications Technology (ICT) means. The ICT core of these industrial installations is known as Supervisory Control And Data Acquisition Systems (SCADA). Traditional ICT security countermeasures (e.g., classic firewalls, anti-viruses and IDSs) fail in providing a complete protection to these systems since their needs are different from those of traditional ICT. This paper presents an innovative approach to Intrusion Detection in SCADA systems based on the concept of Critical State Analysis and State Proximity. The theoretical framework is supported by tests conducted with an Intrusion Detection System prototype implementing the proposed detection approach.