In this paper, we address the problem of unsupervised video anomaly detection (UVAD). The task aims to detect abnormal events in test video using unlabeled videos as training data. The presence of anomalies in the training data poses a significant challenge in this task, particularly because they form clusters in the feature space. We refer to this property as the "Anomaly Cluster" issue. The condensed nature of these anomalies makes it difficult to distinguish between normal and abnormal data in the training set. Consequently, training conventional anomaly detection techniques using an unlabeled dataset often leads to sub-optimal results. To tackle this difficulty, we propose a new method called Cleansed k-Nearest Neighbor (CKNN), which explicitly filters out the Anomaly Clusters by cleansing the training dataset. Following the k-nearest neighbor algorithm in the feature space provides powerful anomaly detection capability. Although the identified Anomaly Cluster issue presents a significant challenge to applying k-nearest neighbor in UVAD, our proposed cleansing scheme effectively addresses this problem. We evaluate the proposed method on various benchmark datasets and demonstrate that CKNN outperforms the previous state-of-the-art UVAD method by up to 8.5% (from 82.0 to 89.0) in terms of AUROC. Moreover, we emphasize that the performance of the proposed method is comparable to that of the state-of-the-art method trained using anomaly-free data.