Decentralized collaborative learning under data heterogeneity and privacy constraints has rapidly advanced. However, existing solutions like federated learning, ensembles, and transfer learning, often fail to adequately serve the unique needs of clients, especially when local data representation is limited. To address this issue, we propose a novel framework called Query-based Knowledge Transfer (QKT) that enables tailored knowledge acquisition to fulfill specific client needs without direct data exchange. It employs a data-free masking strategy to facilitate the communication-efficient query-focused knowledge transformation while refining task-specific parameters to mitigate knowledge interference and forgetting. Our experiments, conducted on both standard and clinical benchmarks, show that QKT significantly outperforms existing collaborative learning methods by an average of 20.91% points in single-class query settings and an average of 14.32% points in multi-class query scenarios. Further analysis and ablation studies reveal that QKT effectively balances the learning of new and existing knowledge, showing strong potential for its application in decentralized learning.