Anomaly detection of network traffic flows is a non-trivial problem in the field of network security due to the complexity of network traffic. However, most machine learning-based detection methods focus on network anomaly detection but ignore the user anomaly behavior detection. In real scenarios, the anomaly network behavior may harm the user interests. In this paper, we propose an anomaly detection model based on time-decay closed frequent patterns to address this problem. The model mines closed frequent patterns from the network traffic of each user and uses a time-decay factor to distinguish the weight of current and historical network traffic. Because of the dynamic nature of user network behavior, a detection model update strategy is provided in the anomaly detection framework. Additionally, the closed frequent patterns can provide interpretable explanations for anomalies. Experimental results show that the proposed method can detect user behavior anomaly, and the network anomaly detection performance achieved by the proposed method is similar to the state-of-the-art methods and significantly better than the baseline methods.