Fault detection in continuous industrial processes is crucial to ensure production, quality, safety, environmental and economic aspects. Reliable fault detection systems have become even more necessary due to increasingly stringent regulations. The complexity of processes, on the one hand, and the availability of data, on the other, have spread the adoption of the data-driven approach for industrial fault detection. Deep Reinforcement Learning (RL) has recently been applied for this purpose, mainly in rotating machinery and rolling bearings. In chemical processes, most RL applications are in process control. The main contribution of this work lies in proposing a reinforcement learning (RL)-based framework for fault detection in continuous chemical processes. The challenges are related to the large number of variables, nonlinear relationships and changing operational dynamics, to name a few. The classic Tennessee Eastman Process (TEP) benchmark was used as a case study. The results were compared with Principal Component Analysis (PCA), commonly used for chemical process monitoring, dynamic PCA (DPCA), and neural networks. Compared to PCA, the RL approach showed considerably lower missed detection rate (MDR) and time to detection (TTD) while maintaining reasonable false alarm rate (FAR) for all hard-to-detect faults, contributing to early fault detectability. Similar results were obtained with regard to DPCA. Compared to the supervised approach, RL proved to be more flexible regarding model parameterization, which can be very useful for practical aspects of industrial fault detection. The results show that RL-based approaches can be very useful for fault detection in continuous, non-linear, and time-varying systems, such as chemical processes. For example, with regard to adaptive alarm thresholds and the detection of known and unknown faults. The latter represents a major challenge in industrial practice.