This could be a problem caused by a cross-domain policy bug in IE 8-11. The font files would not load in IE because they are served from a different domain than the one serving the page where TinyMCE is embedded.
If this is the problem you encounter, it could be solved by either serving the font file via the same domain as the one serving the web page, or either add the correct headers allowing cross-origin font loading.
Here are some links that might help:
Now if this is not the problem (it's hard to tell without a link to your site), then perhaps try to download the tinymce.eot
file from another browser and see if you still receive any error. Maybe the file is corrupted? Maybe wrong headers are being sent? If not done yet, you could try to clear the cache in IE (Control+Shift+Delete).
If all this still doesn't help solving the issue, try adding the following in an .htaccess
file:
<FilesMatch "\.(woff)$">
Header unset Vary
</FilesMatch>
<FilesMatch "\.(eot)$">
Header unset Vary
</FilesMatch>
See more information here where alternative solutions can be found: @font-face EOT not loading over HTTPS