Federated learning is a novel research area of AI technology that focus on distributed training and privacy preservation. Current federated optimization algorithms face serious challenge in the aspects of speed and accuracy, especially in non-i.i.d scenario. In this work, we propose UCBFed, a federated optimization algorithm that uses the Upper Confidence Bound (UCB) method to heuristically select participating clients in each round’s optimization process. We evaluate our algorithm in multiple federated distributed datasets. Comparing to most widely-used FedAvg and FedOpt, the UCBFed we proposed is superior in both the final accuracy and communication efficiency.