Fault diagnosis in physical systems turn out to become very complex as soon as the considered systems are no longer elementary and become more and more complex and sophisticated, it is then legitimate for companies to acquire an effective diagnosis system. In our research work, we are interested in the diagnosis of industrial hybrid systems, which are composed of continuous systems, discrete event systems and an interface that manages the interactions between the two aspects. The aim of this paper is, first, to give an overview of hybrid systems, and second, to review the state of the art of methods and techniques for fault diagnosis of hybrid systems.