In recent years, electricity big data has extensive applications in the grid companies across the provinces. However, certain problems are encountered including, the inability to generate an ideal model using the isolated data possessed by each company, and the priority concerns for data privacy and safety during big data application and sharing. In this pursuit, the present research envisaged the application of federated learning to protect the local data, and to build a uniform model for different companies affiliated to the State Grid. Federated learning can serve as an essential means for realizing the grid-wide promotion of the achievements of big data applications, while ensuring the data safety.