Diabetic Macular Edema (DME) is the leading cause of blindness amongst diabetic patients worldwide. It is characterized by accumulation of water molecules in the macula leading to swelling. Early detection of the disease helps prevent further loss of vision. Naturally, automated detection of DME from Optical Coherence Tomography (OCT) volumes plays a key role. To this end, a pipeline for detecting DME diseases in OCT volumes is proposed in this paper. The method is based on anomaly detection using Gaussian Mixture Model (GMM). It starts with pre-processing the B-scans by resizing, flattening, filtering and extracting features from them. Both intensity and Local Binary Pattern (LBP) features are considered. The dimensionality of the extracted features is reduced using PCA. As the last stage, a GMM is fitted with features from normal volumes. During testing, features extracted from the test volume are evaluated with the fitted model for anomaly and classification is made based on the number of B-scans detected as outliers. The proposed method is tested on two OCT datasets achieving a sensitivity and a specificity of 80% and 93% on the first dataset, and 100% and 80% on the second one. Moreover, experiments show that the proposed method achieves better classification performances than other recently published works.