With a large number of devices and a wealth of user data sets, the Internet of Things (IoT) has become a great host for federated learning (FL). At the same time, the massive amount of user data in IoT results in desperate demand for privacy preserving. The onion router (Tor) is a promising method to solve the privacy issue in IoT-based FL by user anonymity. However, IoT devices' resource is too limited to execute the cryptographic operations in Tor. Moreover, network traffics in Tor can be easily controlled by malicious routers with a fake high self-reported bandwidth. In this article, taking advantage of the Tor, we will introduce an anonymous FL framework in IoT called FedTor. To decrease the cryptographic cost in conventional Tor, we propose a lightweight shared key generation scheme for resource-limited IoT devices. Furthermore, we use the difference between the self-reported bandwidth and the bandwidth observed from others to measure the reputation of onion routers. A reputation-based router selection (RBRS) scheme is then brought up to defend traffic control from malicious routers. We conducted extensive simulations to compare FedTor with related works. The results show that the RBRS scheme can decrease the malicious rate of onion routers and the lightweight shared key has a cost advantage over other schemes.