This study delves into the classification of interference signals to global navigation satellite systems (GNSS) stemming from mobile jammers such as unmanned aerial vehicles (UAVs) across diverse wireless communication zones, employing federated learning (FL) and transfer learning (TL). Specifically, we employ a neural network classifier, enhanced with FL to decentralize data processing and TL to hasten the training process, aiming to improve interference classification accuracy while preserving data privacy. Our evaluations span multiple data scenarios, incorporating both independent and identically distributed (IID) and non-identically distributed (non-IID), to gauge the performance of our approach under different interference conditions. Our results indicate an improvement of approximately $8\%$ in classification accuracy compared to basic convolutional neural network (CNN) model, accompanied by expedited convergence in networks utilizing pre-trained models. Additionally, the implementation of FL not only developed privacy but also matched the robustness of centralized learning methods, particularly under IID scenarios. Moreover, the federated averaging (FedAvg) algorithm effectively manages regional interference variability, thereby enhancing the regional communication performance indicator, $C/N_0$, by roughly $5\text{dB}\cdot \text{Hz}$ compared to isolated setups.