Federated Learning (FL) enables multiple institutes to train models collaboratively without sharing private data. Most of the current FL research focuses on perspectives such as communication efficiency, privacy protection, and personalization. Almost all work assumed that the data of FL are already ideally collected. However, in medical image analysis scenarios, data annotation demands both expertise and tedious labor, which means it is a critical problem that cannot be neglected in FL. In this study, we proposed a federated active learning (FedAL) framework that can decrease the annotation workload while maintaining the performance of FL. To the best of our knowledge, this is the first federated active learning framework working on medical images. Using only up to 50% of samples, our FedAL was able to achieve state-of-the-art performance on the real-world dermoscopic task. Our FedAL outperformed active learning methods under FL and achieved the performance comparable to full data FL.