In order to provide an accurate and timely response to different types of the attacks, intrusion and anomaly detection systems collect and analyze a lot of data that may include personal and other sensitive data. These systems could be considered a source of privacy-aware risks. Application of the federated learning paradigm for training attack and anomaly detection models may significantly decrease such risks as the data generated locally are not transferred to any party, and training is performed mainly locally on data sources. Another benefit of the usage of federated learning for intrusion detection is its ability to support collaboration between entities that could not share their dataset for confidential or other reasons. While this approach is able to overcome the aforementioned challenges it is rather new and not well-researched. The challenges and research questions appear while using it to implement analytical systems. In this paper, the authors review existing solutions for intrusion and anomaly detection based on the federated learning, and study their advantages as well as open challenges still facing them. The paper analyzes the architecture of the proposed intrusion detection systems and the approaches used to model data partition across the clients. The paper ends with discussion and formulation of the open challenges.