New power systems aiming to make clean, low-carbon, safe, flexible and efficient power supply is a key measure to achive the "dual carbon" target. However, with the widespread access of renewable energy, the fusion of artificial intelligence technologies and the rapid development of smart microgrids and distributed energy sources, such as electric vehicles, traditional centralized data processing methods fall short in protecting data privacy and enabling intelligent management. Federated learning (FL), an innovative distributed machine learning technology, offers an effective efficiency optimization solution for new power systems due to its data privacy protection capability and intelligence. In reviews on the applications of FL in new power systems, basic principles and main algorithms of FL are expounded, practical cases of FL applied in load forecasting, anomaly detection, distributed power control and energy management under data privacy protection are analysed. Then the current technical challenges encounter by FL are also discussed. Finally, the prospects of FL in new power systems are made.