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Intrusion Detection Systems are expected to detect and prevent malicious activities in a network, such as a smart grid. However, they are the main systems targeted by cyber-attacks. A number of approaches have been proposed to classify and detect these attacks, including supervised machine learning. However, these models require large labeled datasets for training and testing. Therefore, this paper compares the performance of supervised and unsupervised learning models in detecting cyber-attacks. The benchmark of CICDDOS 2019 was used to train, test, and validate the models. The supervised models are Gaussian Naïve Bayes, Classification and Regression Decision Tree, Logistic Regression, C-Support Vector Machine, Light Gradient Boosting, and Alex Neural Network. The unsupervised models are Principal Component Analysis, K-means, and Variational Autoencoder. The performance comparison is made in terms of accuracy, probability of detection, probability of misdetection, probability of false alarm, processing time, prediction time, training time per sample, and memory size. The results show that the Alex Neural Network model outperforms the other supervised models, while the Variational Autoencoder model has the best results compared to unsupervised models.