With the proliferation of computationally powerful edge devices, edge computing has been widely adopted for wide-ranging computational tasks. Among these, edge artificial intelligence (AI) has become a new trend, allowing local devices to work cooperatively and build deep learning models. Federated learning is one of the representative frameworks in distributed machine learning paradigms. However, there are several major concerns with existing federated learning paradigms. Existing distributed frameworks rely on a central server to coordinate the computing process, where such a central node may raise security concerns. Federated learning also relies on several assumptions/requirements, e.g., the independent and identically distributed (i.i.d.) data and model homogeneity. Since more and more edge devices are able to train lightweight models with local data, such models are normally heterogeneous. To tackle these challenges, in this article, we develop a blockchain-empowered federated learning framework that enables learning in a fully decentralized manner while taking the model heterogeneity and data heterogeneity into account. In particular, a federated learning framework with a heterogeneous calibration process, i.e., Model and Feature Calibration (FL-MFC), is developed to enable collaboration among heterogeneous models. We further design a two-level mining process using blockchain to enable the secure decentralized learning process. Experimental results show that our proposed system achieves effective learning performance under a fully heterogeneous environment.