Federated learning (FL) is an efficient learning framework that assists distributed machine learning when data cannot be shared with a centralized server due to privacy and regulatory restrictions. Recent advancements in FL use predefined architecture-based learning for all the clients. However, given that clients' data are invisible to the server and data distributions are non-identical across clients, a predefined architecture discovered in a centralized setting may not be an optimal solution for all the clients in FL. Motivated by this challenge, in this work, we introduce SPIDER, an algorithmic framework that aims to Search Personalized neural architecture for federated learning. SPIDER is designed based on two unique features: (1) alternately optimizing one architecture-homogeneous global model (Supernet) in a generic FL manner and one architecture-heterogeneous local model that is connected to the global model by weight sharing-based regularization (2) achieving architecture-heterogeneous local model by a novel neural architecture search (NAS) method that can select optimal subnet progressively using operation-level perturbation on the accuracy value as the criterion. Experimental results demonstrate that SPIDER outperforms other state-of-the-art personalization methods, and the searched personalized architectures are more inference efficient.