In this paper a new nonlinear joint fusion and detection algorithm is proposed for locating anomalies from two different types of sensor data (synthetic aperture radar (SAR) and hyperspectral sensor (HS) data). The proposed approach jointly exploits the nonlinear correlation or dependencies between the two sensors in order to simultaneously fuse and detect the objects of interest (mines). A well-known anomaly detector, so called RX algorithm is extended to perform fusion and detection simultaneously at the pixel level by appropriately concatenating the information from the two sensors. This approach is then extended to its nonlinear version using the idea of kernel learning theory which implicitly exploits the higher order dependencies (nonlinear correlations) between the two sensor data through an appropriate kernel.