Although Federated Learning (FL) is promising in knowledge sharing for heterogeneous Artificial Intelligence of Thing (AIoT) devices, their training performance and energy efficacy are severely restricted in practical battery-driven scenarios due to the ``wooden barrel effect'' caused by the mismatch between homogeneous model paradigms and heterogeneous device capability. As a result, due to various kinds of differences among devices, it is hard for existing FL methods to conduct training effectively in energy-constrained scenarios, such as the battery constraints of devices. To tackle the above issues, we propose an energy-aware FL framework named DR-FL, which considers the energy constraints in both clients and heterogeneous deep learning models to enable energy-efficient FL. Unlike Vanilla FL, DR-FL adopts our proposed Muti-Agents Reinforcement Learning (MARL)-based dual-selection method, which allows participated devices to make contributions to the global model effectively and adaptively based on their computing capabilities and energy capacities in a MARL-based manner. Experiments on various well-known datasets show that DR-FL can not only maximise knowledge sharing among heterogeneous models under the energy constraint of large-scale AIoT systems but also improve the model performance of each involved heterogeneous device.