Introduction: The article discusses the problem of choosing deep learning models for detecting anomalies in Internet of Things (IoT) network traffic. This problem is associated with the necessity to analyze a large number of security events in order to identify the abnormal behavior of smart devices. A powerful technology for analyzing such data is machine learning and, in particular, deep learning. Purpose: Development of recommendations for the selection of deep learning models for anomaly detection in IoT network traffic. Results: The main results of the research are comparative analysis of deep learning models, and recommendations on the use of deep learning models for anomaly detection in IoT network traffic. Multilayer perceptron, convolutional neural network, recurrent neural network, long short-term memory, gated recurrent units, and combined convolutional-recurrent neural network were considered the basic deep learning models. Additionally, the authors analyzed the following traditional machine learning models: naive Bayesian classifier, support vector machines, logistic regression, k-nearest neighbors, boosting, and random forest. The following metrics were used as indicators of anomaly detection efficiency: accuracy, precision, recall, and F-measure, as well as the time spent on training the model. The constructed models demonstrated a higher accuracy rate for anomaly detection in large heterogeneous traffic typical for IoT, as compared to conventional machine learning methods. The authors found that with an increase in the number of neural network layers, the completeness of detecting anomalous connections rises. This has a positive effect on the recognition of unknown anomalies, but increases the number of false positives. In some cases, preparing traditional machine learning models takes less time. This is due to the fact that the application of deep learning methods requires more resources and computing power. Practical relevance: The results obtained can be used to build systems for network anomaly detection in Internet of Things traffic.