The Internet of Things (IoT) provides various benefits, which makes smart device even closer. With more and more smart devices in IoT, security is not a one-device affair. Many attacks targeted at traditional computers in IoT environment may also aim at other IoT devices. In this paper, we consider an approach to protect IoT devices from being attacked by local computers. In response to this issue, we propose a novel behavior-based deep learning framework (BDLF) which is built in cloud platform for detecting malware in IoT environment. In the proposed BDLF, we first construct behavior graphs to provide efficient information of malware behaviors using extracted API calls. We then use a neural network-Stacked AutoEncoders (SAEs) for extracting high-level features from behavior graphs. The layers of SAEs are inserted one after another and the last layer is connected to some added classifiers. The architecture of the SAEs is 6,000-2,000-500. The experiment results demonstrate that the proposed BDLF can learn the semantics of higher-level malicious behaviors from behavior graphs and further increase the average detection precision by 1.5%.