The abnormal frequencies of an atomic clock mainly include frequency jump and frequency drift jump. Atomic clock frequency anomaly detection is a key technique in time-keeping. The Kalman filter algorithm, as a linear optimal algorithm, has been widely used in real-time detection for abnormal frequency. In order to obtain an optimal state estimation, the observation model and dynamic model of the Kalman filter algorithm should satisfy Gaussian white noise conditions. The detection performance is degraded if anomalies affect the observation model or dynamic model. The idea of the adaptive Kalman filter algorithm, applied to clock frequency anomaly detection, uses the residuals given by the prediction for building ‘an adaptive factor’; the prediction state covariance matrix is real-time corrected by the adaptive factor. The results show that the model error is reduced and the detection performance is improved. The effectiveness of the algorithm is verified by the frequency jump simulation, the frequency drift jump simulation and the measured data of the atomic clock by using the chi-square test.