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Privacy concerns on sharing sensitive data across institutions are particularly paramount for the medical domain, which hinders the research and development of many applications, such as cohort construction for cross-institution observational studies and disease surveillance. Not only that, the large volume and heterogeneity of the patient data pose great challenges for retrieval and analysis. To address these challenges, in this paper, we propose a Federated Patient Hashing (FPH) framework, which collaboratively trains a retrieval model stored in a shared memory while keeping all the patient-level information in local institutions. Specifically, the objective function is constructed by minimization of a similarity preserving loss and a heterogeneity digging loss, which preserves both inter-data and intra-data relationships. Then, by leveraging the concept of Bregman divergence, we implement optimization in a federated manner in both centralized and decentralized learning settings, without accessing the raw training data across institutions. In addition to this, we also analyze the convergence rate of the FPH framework. Extensive experiments on real-world clinical data set from critical care are provided to demonstrate the effectiveness of the proposed method on similar patient matching across institutions.