Increasing number of ubiquitous devices are being used in the medical field to collect patient information. Those connected sensors can potentially be exploited by third parties who want to misuse personal information and compromise the security, which could ultimately result even in patient death. This paper addresses the security concerns in eHealth networks and suggests a new approach to dealing with anomalies. In particular we propose a concept for safe in-hospital learning from internet of health things (IoHT) device data while securing the network traffic with a collaboratively trained anomaly detection system using federated learning. That way, real time traffic anomaly detection is achieved, while maintaining collaboration between hospitals and keeping local data secure and private. Since not only the network metadata, but also the actual medical data is relevant to anomaly detection, we propose to use differential privacy (DP) for providing formal guarantees of the privacy spending accumulated during the federated learning.