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In this paper, we study the localization of ground users by utilizing unmanned aerial vehicles (UAVs) as aerial anchors. Specifically, we introduce a novel localization framework based on Federated Learning (FL) and Reinforcement Learning (RL). In contrast to the existing literature, our scenario includes multiple UAVs learning the trajectory in different environment settings which results in faster convergence of RL model for minimum localization error. Furthermore, to evaluate the learned trajectory from the aggregated model, we test the trained RL agent in an alternative environment which shows the improvement over the localization error and convergence speed. Simulation results show that our proposed framework outperforms a model trained with transfer learning by %30.