Federer beat Tomas Berdych in straight sets 7-6, 6-2, 6-4.
He could face world number one Novak Djokovic in the next round on Thursday.
Serena Williams beat Maria Sharapova 6-4, 6-1.
She's aiming for her 22nd Grand Slam title by winning this tournament.
Williams will take on Poland's Agnieszka Radwanska in her semi-final.
Serena Williams and Roger Federer are the first of the big stars through to the semi-finals of the Australian Open.