This paper proposes a novel federated learning approach for improving IoT network intrusion detection. The rise of IoT has expanded the cyber attack surface, making traditional centralized machine learning methods insufficient due to concerns about data availability, computational resources, transfer costs, and especially privacy preservation. A semi-supervised federated learning model was developed to overcome these issues, combining the Shrink Autoencoder and Centroid one-class classifier (SAE-CEN). This approach enhances the performance of intrusion detection by effectively representing normal network data and accurately identifying anomalies in the decentralized strategy. Additionally, a mean square error-based aggregation algorithm (MSEAvg) was introduced to improve global model performance by prioritizing more accurate local models. The results obtained in our experimental setup, which uses various settings relying on the N-BaIoT dataset and Dirichlet distribution, demonstrate significant improvements in real-world heterogeneous IoT networks in detection accuracy from 93.98$\pm$2.90 to 97.30$\pm$0.49, reduced learning costs when requiring only 50\% of gateways participating in the training process, and robustness in large-scale networks.