This paper addresses robust fault diagnosis of the chaser's thrusters used for the rendezvous phase of the Mars Sample Return (MSR) mission. The MSR mission is a future exploration mission undertaken jointly by the National Aeronautics and Space Administration (NASA) and the European Space Agency (ESA). The goal is to return tangible samples from Mars atmosphere and ground to Earth for analysis. A residual-based scheme is proposed that is robust against the presence of unknown time-varying delays induced by the thruster modulator unit. The proposed fault diagnosis design is based on Eigenstructure Assignment (EA) and first-order Pade approximation. The resulted method is able to detect quickly any kind of thruster faults and to isolate them using a cross-correlation based test. Simulation results from the MSR "high-fidelity" industrial simulator, provided by Thales Alenia Space, demonstrate that the proposed method is able to detect and isolate some thruster faults in a reasonable time, despite of delays in the thruster modulator unit, inaccurate navigation unit, and spatial disturbances (i.e. J2 gravitational perturbation, atmospheric drag, and solar radiation pressure).