The ability to detect outliers is crucial in data mining, with widespread usage in many fields, including fraud detection, malicious behavior monitoring, health diagnosis, etc. With the tremendous volume of data becoming more distributed than ever, global outlier detection for a group of distributed datasets is particularly desirable. In this work, we propose PIF (Privacy-preserving Isolation Forest), which can detect outliers for multiple distributed data providers with high efficiency and accuracy while giving certain security guarantees. To achieve the goal, PIF makes an innovative improvement to the traditional iForest algorithm, enabling it in distributed environments. With a series of carefully-designed algorithms, each participating party collaborates to build an ensemble of isolation trees efficiently without disclosing sensitive information of data. Besides, to deal with complicated real-world scenarios where different kinds of partitioned data are involved, we propose a comprehensive schema that can work for both horizontally and vertically partitioned data models. We have implemented our method and evaluated it with extensive experiments. It is demonstrated that PIF can achieve comparable AUC to existing iForest on average and maintains a linear time complexity without privacy violation.