This paper addresses the problem of dissipative fault detection (FD) for nonlinear Markov jump systems (MJSs) with cyber attacks and hidden modal information, in which the round-robin (R-R) protocol is introduced to save network bandwidth. Two Bernoulli random variables are used to characterize the measurement affected by potential cyber attacks. The hidden Markov model (HMM) is employed to handle the phenomenon of hidden mode information. Subsequently, the sufficient conditions are derived based on the Lyapunov stability theory to ensure that the FD system is stochastically stable and stochastically strictly (Q1, Q2, Q3)-γ dissipative. The desired FD filter matrices are obtained by solving linear matrix inequalities (LMIs). Finally, a simulation is provided to verify the feasibility and effectiveness of the designed FD scheme.