Federated learning (FL) is a privacy-preserving paradigm that collaboratively train machine learning models with distributed data stored in different silos without exposing sensitive information. Different from most existing FL approaches requiring data from different parties share either the same feature space or sample ID space, federated transfer learning (FTL), which is a recently proposed FL concept, is designed for situations where data from different parties differ not only in samples but also in feature space. However, like most traditional FL approaches, FTL methods also suffer from issues caused by insufficiency of overlapping data. In this paper, we propose a novel FTL framework referred to as Semi-Supervised Federated Heterogeneous Transfer Learning (SFHTL) to leverage on the unlabeled non-overlapping samples to reduce model overfitting as a result of insufficient overlapping training samples in FL scenarios. Unlike existing FTL approaches, SFHTL makes use of non-overlapping samples from all parties to expand the training set for each party to improve local model performance. Through extensive experimental evaluation based on real-world datasets, we demonstrate significant advantages of SFHTL over state-of-the-art approaches.