The security of energy supply in a power grid critically depends on the ability to accurately estimate the state of the system. However, manipulated power flow measurements can potentially hide overloads and bypass the bad data detection scheme to interfere the validity of estimated states. In this paper, we use an autoencoder neural network to detect anomalous system states and investigate the impact of hyperparameters on the detection performance for false data injection attacks that target power flows. Experimental results on the IEEE 118 bus system indicate that the proposed mechanism has the ability to achieve satisfactory learning efficiency and detection accuracy.