Multi-source unsupervised domain adaptation~(MSDA) aims at adapting models trained on multiple labeled source domains to an unlabeled target domain. In this paper, we propose a novel multi-source domain adaptation framework based on collaborative learning for semantic segmentation. Firstly, a simple image translation method is introduced to align the pixel value distribution to reduce the gap between source domains and target domain to some extent. Then, to fully exploit the essential semantic information across source domains, we propose a collaborative learning method for domain adaptation without seeing any data from target domain. In addition, similar to the setting of unsupervised domain adaptation, unlabeled target domain data is leveraged to further improve the performance of domain adaptation. This is achieved by additionally constraining the outputs of multiple adaptation models with pseudo labels online generated by an ensembled model. Extensive experiments and ablation studies are conducted on the widely-used domain adaptation benchmark datasets in semantic segmentation. Our proposed method achieves 59.0\% mIoU on the validation set of Cityscapes by training on the labeled Synscapes and GTA5 datasets and unlabeled training set of Cityscapes. It significantly outperforms all previous state-of-the-arts single-source and multi-source unsupervised domain adaptation methods.