With the strengthening of data privacy and security, traditional data centralization for AI faces huge challenges. Moreover, isolated data existing in various industries and institutions is grossly underused and thus retards the advance of AI applications. We propose a possible solution to these problems: knowledge federation. Beyond the concepts of federated learning and secure multi-party computation, we introduce a comprehensive knowledge federation framework, which is a hierarchy with four-level federation. In terms of the occurrence time of federation, knowledge federation can be categorized into information level, model level, cognition level, and knowledge level. To facilitate widespread academic and commercial adoption of this concept, we provide definitions free from ambiguity for the knowledge federation framework. In addition, we clarify the relationship and differentiation between knowledge federation and other related research fields and conclude that knowledge federation is a unified framework for secure multi-party computation and learning.