  We study quantum integrability of affine Toda theories with a line of defect.
In particular, we focus on the problem of constructing quantum higher-spin
conserved currents in models defined by two A_r^{(1)} Toda theories separated
by a non-trivial type-I defect. For a suitable choice of the defect potential
these theories are known to be classically integrable, that is they possess an
infinite set of higher-spin conserved charges in involution. Studying the
corresponding conservation laws at quantum level we discover that anomalies
arise, which we compute exactly at all orders in the coupling constant. While
for the stress-energy tensor these anomalies can be cancelled by a finite
renormalization of the defect potential, we find that from the first
non-trivial higher-spin current this is no longer possible. This opens the
question whether these theories are indeed integrable at quantum level.
