Existing research on sensor data anomaly detection for industrial sensor networks still has several inherent limitations. First, most detection models usually consider centralized detection. Thus, all sensor data have to be uploaded to the control center for analysis, leading to a heavy traffic load. However, industrial sensor networks have high requirements for reliable and real-time communication. The heavy traffic load may cause communication delays or packets lost by corruption. Second, there are complex spatial and temporal features in industrial sensor data. The full extraction of such features plays a key role in improving detection performance.To solve the limitations above, this paper develops a cloud-edge collaborative data anomaly detection approach for industrial sensor networks that mainly consists of a sensor data detection model deployed at individual edges and a sensor data analysis model deployed in the cloud. The former is implemented using Gaussian and Bayesian algorithms, which effectively filter the substantial volume of sensor data generated during the normal operation of the industrial sensor network, thereby reducing traffic load. It only uploads all the sensor data to the sensor data analysis model for further analysis when the network is in an anomalous state. The latter based on GCRL is developed by inserting Long Short-Term Memory network (LSTM) into Graph Convolutional Network (GCN), which can effectively extract the spatial and temporal features of the sensor data for anomaly detection.