Anomaly detection requires detecting abnormal samples in large unlabeled datasets. While progress in deep learning and the advent of foundation models has produced powerful unsupervised anomaly detection methods, their deployment in practice is often hindered by the lack of labeled data -- without it, the detection accuracy of an anomaly detector cannot be evaluated reliably. In this work, we propose a general-purpose framework for evaluating image-based anomaly detectors with synthetically generated validation data. Our method assumes access to a small support set of normal images which are processed with a pre-trained diffusion model (our proposed method requires no training or fine-tuning) to produce synthetic anomalies. When mixed with normal samples from the support set, the synthetic anomalies create detection tasks that compose a validation framework for anomaly detection evaluation and model selection. In an extensive empirical study, ranging from natural images to industrial applications, we find that our synthetic validation framework selects the same models and hyper-parameters as selection with a ground-truth validation set. In addition, we find that prompts selected by our method for CLIP-based anomaly detection outperforms all other prompt selection strategies, and leads to the overall best detection accuracy, even on the challenging MVTec-AD dataset.

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