Fuzzy rule-based models (FRBMs) are sound constructs to describe complex systems. However, in reality, we may encounter situations, where the user or owner of a system only owns either the input or output data of that system (the other part could be owned by another user); and due to the consideration of data privacy, he/she could not obtain all the needed data to build the FRBMs. Since this type of situation has not been fully realized (noticed) and studied before, our objective is to come up with some strategy to address this challenge to meet the specific privacy consideration during the modeling process. In this study, the concept and algorithm of the collaborative fuzzy clustering (CFC) are applied to the identification of FRBMs, describing either multiple-input-single-output (MISO) or multiple-input-multiple-output (MIMO) systems. The collaboration between input and output spaces based on their structural information (conveyed in terms of the corresponding partition matrices) makes it possible to build FRBMs when input and output data could not be collected and used in unison. Surprisingly, on top of this primary pursuit, with the collaboration mechanism the input and output spaces of a system are endowed with an innovative way to comprehensively share, exchange, and utilize the structural information between each other, which results in their more relevant structures that guarantee better model performance compared with performance produced by some state-of-the-art modeling strategies. The effectiveness of the proposed approach is demonstrated by experiments on a series of synthetic and publicly available datasets.