This paper deals with the problem of nonlinear set-membership identification and fault detection using a Bayesian framework. The paper presents how the set-membership model estimation can be reformulated from a Bayesian viewpoint in order to determine the feasible parameter set and, in a posterior fault detection stage, to check the consistency between the model and the data. The paper shows that the Bayesian approach, assuming uniform distributed measurement noise and flat model prior probability distribution, leads to the same feasible parameter set as the set-membership technique. To illustrate this point a comparison with the subpavings approach is included. Finally, by means of the application to the wind turbine benchmark problem, it is shown how the Bayesian fault detection test works successfully.