In this work, we propose a collaborative city digital twin based on FL, a novel paradigm that allowing multiple city DT to share the local strategy and status in a timely manner. In particular, an FL central server manages the local updates of multiple collaborators (city DT), provides a global model which is trained in multiple iterations at different city DT systems, until the model gains the correlations between various response plan and infection trend. That means, a collaborative city DT paradigm based on FL techniques can obtain knowledge and patterns from multiple DTs, and eventually establish a `global view for city crisis management. Meanwhile, it also helps to improve each city digital twin selves by consolidating other DTs respective data without violating privacy rules. To validate the proposed solution, we take COVID-19 pandemic as a case study. The experimental results on the real dataset with various response plan validate our proposed solution and demonstrate the superior performance.