The power transmission lines are the link between power plants and the points of consumption, through substations. Most importantly, the assessment of damaged aerial power lines and rusted conductors is of extreme importance for public safety; hence, power lines and associated components must be periodically inspected to ensure a continuous supply and to identify any fault and defect. To achieve these objectives, recently, Unmanned Aerial Vehicles (UAVs) have been widely used; in fact, they provide a safe way to bring sensors close to the power transmission lines and their associated components without halting the equipment during the inspection, and reducing operational cost and risk. In this work, a drone, equipped with multi-modal sensors, captures images in the visible and infrared domain and transmits them to the ground station. We used state-of-the-art computer vision methods to highlight expected faults (i.e., hot spots) or damaged components of the electrical infrastructure (i.e., damaged insulators). Infrared imaging, which is invariant to large scale and illumination changes in the real operating environment, supported the identification of faults in power transmission lines; while a neural network is adapted and trained to detect and classify insulators from an optical video stream. We demonstrate our approach on data captured by a drone in Parma, Italy.