There are provided a system and method of training a neural network system for anomaly detection, comprising: obtaining a training dataset including a set of original images and a set of random data vectors; constructing a neural network system comprising a generator, and a first discriminator and a second discriminator operatively connected to the generator; training the generator, the first discriminator and the second discriminator together based on the training dataset, such that: i) the generator is trained, at least based on evaluation of the first discriminator, to generate synthetic images meeting a criterion of photo-realism as compared to corresponding original images; and ii) the second discriminator is trained based on the original images and the synthetic images to discriminate images with anomaly from images without anomaly with a given level of accuracy, thereby giving rise to a trained neural network system.