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While intrusion detection systems (IDSs) benefit from the diversity and generalization of IoT data features, the data diversity (e.g., the heterogeneity and high dimensions of data) also makes it difficult to train effective machine learning models in IoT IDSs. This also leads to potentially redundant/noisy features that may decrease the accuracy of the detection engine in IDSs. This paper first introduces a novel neural network architecture called Multiple-Input Auto-Encoder (MIAE). MIAE consists of multiple sub-encoders that can process inputs from different sources with different characteristics. The MIAE model is trained in an unsupervised learning mode to transform the heterogeneous inputs into lower-dimensional representation, which helps classifiers distinguish between normal behaviour and different types of attacks. To distil and retain more relevant features but remove less important/redundant ones during the training process, we further design and embed a feature selection layer right after the representation layer of MIAE resulting in a new model called MIAEFS. This layer learns the importance of features in the representation vector, facilitating the selection of informative features from the representation vector. The results on three IDS datasets, i.e., NSLKDD, UNSW-NB15, and IDS2017, show the superior performance of MIAE and MIAEFS compared to other methods, e.g., conventional classifiers, dimensionality reduction models, unsupervised representation learning methods with different input dimensions, and unsupervised feature selection models. Moreover, MIAE and MIAEFS combined with the Random Forest (RF) classifier achieve …