Along with the unprecedented boom of 5G, the Internet of Things (IoT), and artificial intelligence, smart cities are making a great clamor. When billions of IoT devices are streaming in the smart city, realizing low-latency and high-bandwidth services has a significant impact on the benefits of smart cities. Thus, managing resources efficiently and intelligently to meet various service requirements has become a challenge for smart cities. With the rapid development of machine intelligence, it can be considered that many machines constitute a machine society just like that of human beings. Inspired by the efficient and collaborative operation mechanism of human society, we propose a socialized learning scheme to address various needs in smart cities (e.g., reasonable resource allocation). Specifically, we present the socialized learning scheme from three perspectives. First, we design a cognitive paradigm of socialized learning to enlighten the long-term vision of applying learning-based resource management to smart cities, with comprehensive discussions of three dimensions consisting of architecture, decision, and knowledge. Second, we also probe the socialized learning methodology including socialized training and socialized inference. It highlights social relationships and introduces a series of technologies to realize social relations within and across layers. Finally, we give a socialized learning solution for solving the practical resource allocation problem in smart cities, thereby jointly improving decision accuracy and reducing training costs. Illustrative simulations are provided to show the effectiveness of the proposed scheme.