Given the increasing complexity of threats in smart cities, the changing environment, and the weakness of traditional security systems, which in most cases fail to detect serious threats such as zero-day attacks, the need for alternative more active and more effective security methods keeps increasing. Such approaches are the adoption of intelligent solutions to prevent, detect and deal with threats or anomalies under the conditions and the operating parameters of the infrastructure in question. This research paper introduces the development of an intelligent Threat Defense system, employing Blockchain Federated Learning, which seeks to fully upgrade the way passive intelligent systems operate, aiming at implementing an Advanced Adaptive Cooperative Learning (AACL) mechanism for smart cities networks. The AACL is based on the most advanced methods of computational intelligence while ensuring privacy and anonymity for participants and stakeholders. The proposed framework combines Federated Learning for the distributed and continuously validated learning of the tracing algorithms. Learning is achieved through encrypted smart contracts within the blockchain technology, for unambiguous validation and control of the process. The aim of the proposed Framework is to intelligently classify smart cities networks traffic derived from Industrial IoT (IIoT) by Deep Content Inspection (DCI) methods, in order to identify anomalies that are usually due to Advanced Persistent Threat (APT) attacks.