In the burgeoning age of digitalization, the Internet of Things presents a core part of the digital ecosystem. Unfortunately, as the deployment of connected devices is increasing tremendously, so are cyber-attacks. The consequences of cyber-attacks could be devastating as they gain access to sensitive data and even damages critical infrastructures. This urges the development and integration of proactive and intelligent security breach detection mechanisms in different levels of the IoT platforms including the devices themselves. Several empirical observations indicated a change in the energy consumption and network behaviour of compromised devices. Thus, we propose in this paper a machine learning based approach to identify compromised IoT devices using their energy consumption footprint and network traffic. We base our study on real data collected from real experiments using different commercially available IoT devices infected with authentic IoT botnets. Our results show that machine learning algorithms can classify correctly attacks reaching 98.40% precision for Mirai, over 99.91% for Ufonet and respectively 97.63% and 99.93% performance. Overall, our exploratory study is one of the very first of its kind to explore the energy consumption combined with network behavior analysis to detect IoT compromised devices and its outcomes will be a starting point for further research on this topic.