The privacy of electricity consumers has become one of the most critical subjects in designing smart meters and their proliferation. In this work, a multilayer architecture has been proposed for anonymous data collection from smart meters, which provides: (1) The anonymity of information for third‐party data consumers; (2) Secure communication to utility provider network for billing purposes; (3) Online control of data sharing for end‐users; (4) Low communication costs based on available Internet of things (IoT) communication protocols. The core elements of this architecture are, first, the digital twin equivalent of the cyber‐physical system and, second, the Tangle distributed ledger network with IOTA cryptocurrency. In this architecture, digital twin models are updated in real‐time by information received from trusted nodes of the Tangle distributed network anonymously. A small‐scale laboratory prototype based on this architecture has been developed using the dSPACE SCALEXIO real‐time simulator and open‐source software tools to prove the feasibility of the proposed solution. The numerical results confirm that after a few seconds of anomaly detection, the microgrid was fully stabilized around its operating point with less than 5% deviation during the transition time.