Despite federated learning endows distributed clients with a cooperative training mode under the premise of protecting data privacy and security, the clients are still vulnerable when encountering adversarial samples due to the lack of robustness. The adversarial samples can confuse and cheat the client models to achieve malicious purposes via injecting elaborate noise into normal input. In this paper, we introduce a novel Ensemble Federated Adversarial Training Method, termed as EFAT, that enables an efficacious and robust coupled training mechanism. Our core idea is to enhance the diversity of adversarial examples through expanding training data with different disturbances generated from other participated clients, which helps adversarial training perform well in Non-IID settings. Experimental results on different Non-IID situations, including feature distribution skew and label distribution skew, show that our proposed method achieves promising results compared with solely combining federated learning with adversarial approaches.