Content caching is a promising approach in edge computing to cope with the explosive growth of mobile data on 5G networks, where contents are typically placed on local caches for fast and repetitive data access. Due to the capacity limit of caches, it is essential to predict the popularity of files and cache those popular ones. However, the fluctuated popularity of files makes the prediction a highly challenging task. To tackle this challenge, many recent works propose learning based approaches which gather the users' data centrally for training, but they bring a significant issue: users may not trust the central server and thus hesitate to upload their private data. In order to address this issue, we propose a Federated learning based Proactive Content Caching (FPCC) scheme, which does not require to gather users' data centrally for training. The FPCC is based on a hierarchical architecture in which the server aggregates the users' updates using federated averaging, and each user performs training on its local data using hybrid filtering on stacked autoencoders. The experimental results demonstrate that, without gathering user's private data, our scheme still outperforms other learning-based caching algorithms such as m-epsilon-greedy and Thompson sampling in terms of cache efficiency.