Electricity theft is one of the main causes of non-technical losses and its detection is important for power distribution companies to avoid revenue loss. The advancement of traditional grids to smart grids allows a two-way flow of information and energy that enables real-time energy management, billing and load surveillance. This infrastructure enables power distribution companies to automate electricity theft detection (ETD) by constructing new innovative data-driven solutions. Whereas, the traditional ETD approaches do not provide acceptable theft detection performance due to high-dimensional imbalanced data, loss of data relationships during feature extraction and the requirement of experts' involvement. Hence, this paper presents a new semi-supervised solution for ETD, which consists of relational denoising autoencoder (RDAE) and attention guided (AG) TripleGAN, named as RDAE-AG-TripleGAN. In this system, RDAE is implemented to derive features and their associations while AG performs feature weighting and dynamically supervises the AG-TripleGAN. As a result, this procedure significantly boosts the ETD. Furthermore, to demonstrate the acceptability of the proposed methodology over conventional approaches, we conducted extensive simulations using the real power consumption data of smart meters. The proposed solution is validated over the most useful and suitable performance indicators: area under the curve, precision, recall, Matthews correlation coefficient, F1-score and precision-recall area under the curve. The simulation results prove that the proposed method efficiently improves the detection of electricity frauds against conventional ETD schemes such as extreme gradient boosting machine and transductive support vector machine. The proposed solution achieves the detection rate of 0.956, which makes it more acceptable for electric utilities than the existing approaches.