IIoT (Industrial Internet of Things) has gained considerable attention and has been increasingly applied due to its ubiquitous sensing and communication. However, the sparse characteristic of sensing data in distributed IIoT networks may bring out tremendous challenges to implement the security protection measures. Based on the design of centralized data gathering and forwarding, this paper proposes a novel anomaly detection approach for IIoT sparse data, which can successfully collaborate the adaptive CEEMDAN (Complete Ensemble Empirical Mode Decomposition with Adaptive Noise) feature exploitation with one intelligent optimizing classification. Furthermore, in the adaptive CEEMDAN feature exploitation, the CEEMDAN energy entropy based on adaptive IMF (Intrinsic Mode Function) selection is designed to extract the sensing features from IIoT sparse data; in the intelligent optimizing classification, one effective OCSVM (One-Class Support Vector Machine) classifier optimized by the IABC (Improved Artificial Bee Colony) swarm intelligence algorithm is introduced to detect various abnormal sensing features. The experimental results show that, not only does the CEEMDAN energy entropy based on adaptive IMF selection accurately describe the change of industrial production by analyzing the probability distribution and energy distribution of sparse sensing data, but also the proposed IABC-OCSVM classifier has higher detection efficiency compared with the OCSVM classifiers optimized by other swarm intelligence algorithms.