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When formulated as an unsupervised learning problem, anomaly detection often requires a model to learn the distribution of normal data. Previous works modify Generative Adversarial Networks (GANs) by using encoder-decoders as generators and apply them to anomaly detection tasks. Previous studies indicate that GAN ensembles are often more stable than single GANs in image generation tasks. In this work, we propose to construct GAN ensembles for anomaly detection. In the proposed method, a group of generators interact with a group of discriminators, so every generator gets feedback from every discriminator, and vice versa. Compared to a single GAN, an ensemble of GANs can better model the distribution of normal data and thus better detect anomalies. We also make a theoretical analysis of GANs and GAN ensembles in the context of anomaly detection. The empirical study constructs ensembles based on four different types of detecting models, and the results show that the ensemble outperforms the single model for all four model types.