Internet of Health Things plays a vital role in day-to-day life by providing electronic healthcare services and has the capacity to increase the quality of patient care. Internet of Health Things (IoHT) devices and applications have been growing rapidly in recent years, becoming extensively vulnerable to cyber-attacks since the devices are small and heterogeneous. In addition, it is doubly significant when IoHT involves devices used in healthcare domain. Consequently, it is essential to develop a resilient cyber-attack detection system in the Internet of Health Things environment for mitigating the security risks and preventing Internet of Health Things devices from becoming exposed to cyber-attacks. Artificial intelligence plays a primary role in anomaly detection. In this paper, a deep neural network-based cyber-attack detection system is built by employing artificial intelligence on latest ECU-IoHT dataset to uncover cyber-attacks in Internet of Health Things environment. The proposed deep neural network system achieves average higher performance accuracy of 99.85%, an average area under receiver operator characteristic curve 0.99 and the false positive rate is 0.01. It is evident from the experimental result that the proposed system attains higher detection rate than the existing methods.