In recent years, the way that machine learning is used has undergone a paradigm shift driven by distributed and collaborative learning. Several approaches have emerged to enable pervasive computing and distributed learning in ubiquitous Internet of Things (IoT) systems. Numerous decentralized strategies have been proposed to deal with the limitations of centralized learning, including privacy and latency due to sharing local data, while utilizing distributed computations as a promising substitute to centralized learning. However, such distributed learning schemes come with new security and privacy concerns that should be addressed. Thus, in this paper, we first provide an overview for the emerging paradigms developed for distributed learning. Then, we performed a comprehensive survey for the privacy and security challenges associated with distributed learning along with the presented solutions to overcome them. Furthermore, we highlight key challenges and open future research directions toward implementing more robust distributed systems.INDEX TERMS Data privacy and security, Internet of Things (IoT), deep learning, adversarial attacks.