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This study addresses the robust fault detection problem for continuous-time switched systems with state delays. The fault detection filter is used as the residual generator depending on the system mode. Attention is focused on designing the filter such that, for the modelling errors, the unknown inputs and the control one, the error between the residuals and the faults is minimised. The addressed fault detection filter design is converted into an auxiliary H ?? filtering problem. By using the Lyapunov-Krasovskii functional method and average dwell time approach, a sufficient condition for the solvability of this problem is established in terms of linear matrix inequalities (LMIs). Two examples are provided to demonstrate the effectiveness of the proposed method.