In this paper, the interconnection of islanded DC microgrids are discussed. The interconnection increases the power supply reliability since a power shortfall in one of the microgrids can be supplied by the others. The islanded DC microgrids are interconnected through a bi-directional DC-DC converter. A high frequency transformer isolation is used in the converter. For interconnecting more than two microgrids, a multiple winding transformer is used. The interconnected system is studied for both equal and unequal capacity DC microgrids. A detail description of the interconnection technique is provided with simulation results and illustrations.