In this article, we focus on performing few-shot learning (FSL) under multi-agent scenarios in which participating agents only have scarce labeled data and need to collaborate to predict labels of query observations. We aim at designing a coordination and learning framework in which multiple agents, such as drones and robots, can collectively perceive the environment accurately and efficiently under limited communication and computation conditions. We propose a metric-based multi-agent FSL framework which has three main components: an efficient communication mechanism that propagates compact and fine-grained query feature maps from query agents to support agents; an asymmetric attention mechanism that computes region-level attention weights between query and support feature maps; and a metric-learning module which calculates the image-level relevance between query and support data fast and accurately. Furthermore, we propose a specially designed ranking-based feature learning module, which can fully utilize the order information of training data by maximizing the inter-class distance, while minimizing the intra-class distance explicitly. We perform extensive numerical studies and demonstrate that our approach can achieve significantly improved accuracy in visual and acoustic perception tasks such as face identification, semantic segmentation, and sound genre recognition, consistently outperforming the state-of-the-art baselines by 5%-20%.