With the wide applications of industrial wireless network technologies, industrial control system (ICS) is evolving from wired and centralized to wireless and distributed, during which eavesdropping and attacking become serious problems. To guarantee the security of wireless and distributed ICS, this paper establishes an end-edge collaborative lightweight secure federated learning (LSFL) architecture and proposes a LSFL anomaly detection strategy. Specifically, we first design a residual multi-head self-attention convolutional neural network for local feature learning, where the variability and dependency of spatial-temporal features can be sufficiently evaluated. Then, to reduce the wireless communication cost for parameter exchange and edge federal learning, we propose a dynamic parameter pruning algorithm by evaluating the contribution of each parameter based on the information entropy gain. Furthermore, to ensure the parameter security during wireless transmission in the open radio environment, we propose an adaptive key generation algorithm for parameter encryption. Finally, the proposed strategy is experimentally validated on representative datasets, including Smart Meter, NSL-KDD, and UNSW-NB15. Experimental results demonstrate that the proposed strategy achieves 99% accuracy on different datasets, where at least 89.6% wireless communication cost is reduced and tampering/injecting attacks are defended.INDEX TERMS Industrial control system, anomaly detection, federated learning, convolutional neural network.