Anomaly detection is a ubiquitous and challenging task relevant across many disciplines. With the vital role communication networks play in our daily lives, the security of these networks is imperative for smooth functioning of society. This thesis proposes a novel self-supervised deep learning framework CAAD for anomaly detection in wireless communication systems. Specifically, CAAD employs powerful adversarial learning and contrastive learning techniques to learn effective representations of normal and anomalous behavior in wireless networks. Rigorous performance comparisons of CAAD with several state-of-the-art anomaly detection techniques has been conducted and verified that CAAD yields a mean performance improvement of 92.84%. Additionally, CAAD is augmented with the ability to systematically incorporate expert feedback through a novel contrastive learning feedback loop to improve the learned representations and thereby reduce prediction uncertainty (CAAD-EF). CAAD-EF is a novel, holistic and widely applicable solution to anomaly detection.