The objective of this paper is to address the problem of Fault Detection and Isolation (FDI) on thrusters of an over-actuated Autonomous Underwater Vehicle (AUV) under on/off abrupt faults. The goal is pursued through Non-Linear Principal Component Analysis (NLPCA), which is the non-linear extension of the popular Principal Component Analysis (PCA). While the Fault Detection (FD) system directly exploits the model-free nature of NLPCA (data-driven approach), the Fault Isolation (FI) is achieved by properly train off-line Artificial Neural Network (ANN). The consistency and robustness of the proposed method is verified in realistic simulation.