Unsupervised federated domain adaptation uses the knowledge from several distributed unlabelled source domains to complete the learning on the unlabelled target domain. Some of the existing methods have limited effectiveness and involve frequent communication. This paper proposes a framework to solve the distributed multi-source domain adaptation problem, referred as self-supervised federated domain adaptation (SFDA). Specifically, a multi-domain model generalization balance (MDMGB) is proposed to aggregate the models from multiple source domains in each round of communication. A weighted strategy based on centroid similarity is also designed for SFDA. SFDA conducts self-supervised training on the target domain to tackle domain shift. Compared with the classical federated adversarial domain adaptation algorithm, SFDA is not only strong in communication cost and privacy protection but also improves in the accuracy of the model.