This paper develops a new framework called MASAD (Multi-Agents System for Anomaly Detection), a hybrid combination of reinforcement learning, and a multi-agents system to identify abnormal behaviors of microservices in industrial environment settings. A multi-agent system is implemented using reinforcement learning, where each agent learns from the given microservice. Intelligent communication among the different agents is then established to enhance the learning of each agent by considering the experience of the agents of the other microservices of the system. The above setting not only allows to identify local anomalies but global ones from the whole microservices architecture. To show the effectiveness of the framework as proposed, we have gone through a thorough experimental analysis on two microservice architectures (NETFLIX, and LAMP). Results showed that our proposed framework can understand the behavior of microservices, and accurately simulate different interactions in the microservices. Besides, our approach outperforms baseline methods in identifying both local and global outliers.