It is not clear exactly to what event Jude is referring. Since the apostasy of the angels is not found anywhere in the Old Testament, most commentators consider Jude to be referring to the sons of God
found in Genesis 6:1–4. Coming from a Jewish background, Jude would have been very familiar with the interpretation found in the book of 1 Enoch. In this book (1 Enoch 6-12), the sin of the angels was to have sexual relations with human women. They abandoned their proper domain (heaven). Alternatively Jude could simply be alluding to Satan and his followers and how they rose up against God. One problem with this interpretation is the fact that Satan and his fallen angels are said to be wandering around the earth (1 Peter 5:8; Job 1:7; Revelation 12:9) rather than being kept in chains.1 One final interpretation considers that Jude is referring to Genesis 6:1–4, but instead of angels he is referring to messengers of the covenant who were operating before the flood (the godly line of Seth).2
Whatever Jude had in mind, the message he seeks to convey is clear; those who hold a privileged position are not exempt from divine judgment if they embrace sin.3
6 And the angels who did not stay within their own position of authority, but left their proper dwelling, he has kept in eternal chains under gloomy darkness until the judgment of the great day