Federated Learning (FL) enables multiple institutes to train models collaboratively without sharing private data. Current FL research focuses on communication efficiency, privacy protection, and personalization and assumes that the data of FL have already been ideally collected. In medical scenarios, however, data annotation demands both expertise and intensive labor, which is a critical problem in FL. Active learning (AL), has shown promising performance in reducing the number of data annotations in medical image analysis. We propose a federated AL (FedAL) framework in which AL is executed periodically and interactively under FL. We exploit a local model in each hospital and a global model acquired from FL to construct an ensemble. We use ensemble-entropy-based AL as an efficient data-annotation strategy in FL. Therefore, our FedAL framework can decrease the amount of annotated data and preserve patient privacy while maintaining the performance of FL. To our knowledge, this is the first FedAL framework applied to medical images. We validated our framework on real-world dermoscopic datasets. Using only 50% of samples, our framework was able to achieve state-of-the-art performance on a skin-lesion classification task. Our framework performed better than several state-of-the-art AL methods under FL and achieved comparable performance to full-data FL.