In this paper, a novel cooperative array-space-time-frequency (A-S-T-F) non-stationary multi-unmanned aerial vehicle (UAV) channel model with three-dimensional (3D) continuously arbitrary trajectory and self-rotation for sixth generation (6G) massive multiple-input multiple-output (MIMO) millimeter wave (mmWave) wireless communication systems is proposed. The channel impulse response (CIR) of the proposed multi-UAV cooperative channel model is derived, including line-of-sight (LoS), ground reflection, and non-LoS (NLoS) transmissions. To capture the 3D continuously arbitrary trajectories of multi-UAVs, the 3D time-varying accelerations of multi-UAVs, clusters, and ground station (GS) and the multi-UAVs’ self-rotations are taken into account. In addition, to model the non-stationarity of massive MIMO mmWave multi-UAV cooperative channels in the A-S-T-F domain, a new cooperative A-S-T-F non-stationary algorithm based on the birth-death (BD) process and the $K$ -Means clustering algorithm is developed. Important cooperative channel statistical properties, including cooperative array-space-time-frequency correlation function (ASTF-CF), cooperative Doppler power spectral density (DPSD), cooperative time stationary interval, and singular value spread (SVS), are derived and investigated. The accuracy of the proposed multi-UAV cooperative channel model is verified by the close agreement between ray-tracing-based results and simulation results.