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In this article, the asynchronous fault detection (FD) strategy is investigated in frequency domain for nonlinear Markov jump systems under fading channels. In order to estimate the system dynamics and meet the fact that not all the running modes can be observed exactly, a set of asynchronous FD filters is proposed. By using statistical methods and the Lynapunov stability theory, the augmented system is shown to be stochastic stable with a prescribed gain even under fading transmissions. Then, a novel lemma is developed to capture the finite frequency performance. Some solvable conditions with less conservatism are subsequently deduced by exploiting novel decoupling techniques and additional slack variables. Besides, the FD filter gains could be calculated with the aid of the derived conditions. Finally, the effectiveness of the proposed method is shown by an illustrative example.