The participatory nature of federated learning (FL) makes it attractive for fingerprinting-based indoor localization in multibuilding and multifloor environments. A group of sensing clients can collaboratively leverage their private, local fingerprint data to help their edge server update a location prediction model. However, it is challenging to jointly handle the two involved issues, i.e., building-floor classification (BFC) and latitude–longitude regression (LLR), in a wide 3-D space through enabling FL on decentralized yet heterogeneous data and over an imperfect wireless network. In this article, we confront these challenges and propose an FL framework, FedLoc3D, for both BFC and LLR. Specifically, the former issue is addressed by an FedDSC-BFC approach, which generates a multilabel classification model based on a convolutional neural network with depthwise separable convolutions. The latter issue is addressed by an FedADA-LLR approach, which develops a multitarget regression model based on a deep neural network with autoencoder and data augmentation. Extensive experiments on a real-world data set of WiFi fingerprints are carried out, and our approaches with enhanced capabilities of feature extraction, generalization, and convergence are validated to improve both localization accuracy and learning efficiency under data heterogeneity and network instability.