In the real world, users always have multiple interests while surfing different services to enrich their daily lives, e.g., watching hot short videos/live streamings. To describe user interests precisely for a better user experience, the recent literature proposes cross-domain techniques by transferring the other related services (a.k.a. domain) knowledge to enhance the accuracy of target service prediction. In practice, naive cross-domain techniques typically require there exist some overlapped users, and sharing overall information across domains, including user historical logs, user/item embeddings, and model parameter checkpoints. Nevertheless, other domain's user-side historical logs and embeddings are not always available in real-world RecSys designing, since users may be totally non-overlapped across domains, or the privacy-preserving policy limits the personalized information sharing across domains. Thereby, a challenging but valuable problem is raised: How to empower target domain prediction accuracy by utilizing the other domain model parameters checkpoints only? To answer the question, we propose the FMoE-CDSR, which explores the non-overlapped cross-domain sequential recommendation scenario from the federated learning perspective.