SummaryKnowledge graphs contain a large amount of entity and relational data, and graph neural networks, as a class of efficient graph representation techniques based on deep learning, excel in knowledge graph modeling. However, previous neural network architectures for the most part only learn node representations and do not fully consider the heterogeneity of data. In this article, we innovatively propose a privacy attack framework based on IoT, PAFI, which is able to classify entities and relations, learn embedding representations in multi‐relational graphs, and can be applied to some existing neural network algorithms. Based on this, a fine‐grained privacy attack model, FPM, is proposed, which can perform attack operations on multiple targets, achieve selectivity of target tasks, and greatly improve the generalization ability of the attack model. In this article, the effectiveness of PAFI and FPM is demonstrated by real network datasets, and compared with previous attack methods, both of which achieve good results.