The recent outbreak of COVID-19 has led to urgent needs for reliable diagnosis and management of SARS-CoV-2 infection. As a complimentary tool, chest CT has been shown to be able to reveal visual patterns characteristic for COVID-19, which has definite value at several stages during the disease course. To facilitate CT analysis, recent efforts have focused on computer-aided characterization and diagnosis, which has shown promising results. However, domain shift of data across clinical data centers poses a serious challenge when deploying learning-based models. In this work, we attempt to find a solution for this challenge via federated and semi-supervised learning. A multi-national database consisting of 1704 scans from three countries is adopted to study the performance gap, when training a model with one dataset and applying it to another. Expert radiologists manually delineated 945 scans for COVID-19 findings. In handling the variability in both the data and annotations, a novel federated semi-supervised learning technique is proposed to fully utilize all available data (with or without annotations). Federated learning avoids the need for sensitive data-sharing, which makes it favorable for institutions and nations with strict regulatory policy on data privacy. Moreover, semi-supervision potentially reduces the annotation burden under a distributed setting. The proposed framework is shown to be effective compared to fully supervised scenarios with conventional data sharing instead of model weight sharing.