Data and features often determine the upper limit of results, so that feature engineering is an important stage of federated learning. The existing research schemes all carry out feature engineering based on publicly sharing data. One is plaintext data sharing, the other is ciphertext data sharing, but both types of sharing bring security and efficiency problems. To address these challenges, we propose a feature engineering framework based on Secure Multi-party Computation, which supports multi-party participation in feature engineering and confines feature data locally to ensure data security. Moreover, the computational efficiency of the core algorithm of the framework is also improved compared with the existing methods.