The generation of electricity through renewable energy sources increases every day, with solar energy being one of the fastest-growing. The emergence of information technologies such as Digital Twins (DT) in the field of the Internet of Things and Industry 4.0 allows a substantial development in automatic diagnostic systems. The objective of this work is to obtain the DT of a Photovoltaic Solar Farm (PVSF) with a deep-learning (DL) approach. To build such a DT, sensor-based time series are properly analyzed and processed. The resulting data are used to train a DL model (e.g., autoencoders) in order to detect anomalies of the physical system in its DT. Results show a reconstruction error around 0.1, a recall score of 0.92 and an Area Under Curve (AUC) of 0.97. Therefore, this paper demonstrates that the DT can reproduce the behavior as well as detect efficiently anomalies of the physical system.