Goal-oriented conversational agents are systems able converse with humans using natural language to help them reach a certain goal. The number of goals (or domains) about which an agent could converse is limited, and one of the issues is to identify whether a user talks about the unknown domain (in order to report a misunderstanding or switch to chit-chatting mode). We argue that this issue could be resolved if we consider it as an anomaly detection task which is in a field of machine learning. The scientific community developed a broad range of methods for resolving this task, and their applicability to the short text data was never investigated before. The aim of this work is to compare performance of 6 different anomaly detection methods on Russian and English short texts modeling conversational utterances, proposing the first evaluation framework for this task. As a result of the study, we find out that a simple threshold for cosine similarity works better than other methods for both of the considered languages. © Springer Nature Switzerland AG 2018.