Moving services to the Cloud is a trend that has steadly gained popularity over recent years, with a constant increase in sophistication and complexity of such services. Today, critical infrastructure operators are considering moving their services and data to the Cloud. Infrastructure vendors will inevitably take advantage of the benefits Cloud Computing has to offer. As Cloud Computing grows in popularity, new models are deployed to exploit even further its full capacity, one of which is the deployment of Cloud federations. A Cloud federation is an association among different Cloud Service Providers (CSPs) with the goal of sharing resources and data. In providing a larger-scale and higher performance infrastructure, federation enables on-demand provisioning of complex services. In this paper we convey our contribution to this area by outlining our proposed methodology that develops a robust collaborative intrusion detection methodology in a federated Cloud environment. For collaborative intrusion detection we use the Dempster-Shafer theory of evidence to fuse the beliefs provided by the monitoring entities, taking the final decision regarding a possible attack. Protecting the federated Cloud against cyber attacks is a vital concern, due to the potential for significant economic consequences.