Modern smart energy grids combine advanced information and communication technologies into traditional energy systems for a more efficient and sustainable supply of electricity, which creates vulnerabilities in their security systems that can be used by attackers to conduct cyber-attacks that cause serious consequences, such as massive power outages and infrastructure damage. Existing machine learning methods for detecting cyber-attacks in intelligent energy networks mainly use classical classification algorithms, which require data markup, which is sometimes difficult, if not impossible. This article presents a new method for detecting cyber-attacks in intelligent energy networks based on weak machine learning methods for detecting anomalies. Semi-supervised anomaly detection uses only instances of normal events to train detection models, which makes it suitable for searching for unknown attack events. A number of popular methods for detecting anomalies with semisupervised algorithms were investigated in study using publicly available data sets on cyber-attacks on power systems to determine the most effective ones. A performance comparison with popular controlled algorithms shows that semi-controlled algorithms are more capable of detecting attack events than controlled algorithms. Our results also show that the performance of semi-supervised anomaly detection algorithms can be further improved by enhancing deep autoencoder model.