In the fierce market competition, reducing production costs through reducing the procurement cost has become one of the important ways for small and medium enterprises (SMEs) to increase the level of profit margins and improve market competitiveness. Hence, more and more SMEs have formed formal or informal coalitions to obtain a low purchase price. This paper studies the ordering decision and cost allocation of collaborative procurement among multiple retailers under the supplier's linear quantity discount. Applying the cooperative game theory, the cost allocation problem of collaborative procurement under the quantity discount is established as a cooperative game. It is proved that the game satisfies subadditivity and balancedness, and a cost allocation scheme belonging to the core of the game is proposed. Moreover, the stability of the coalition is analysed using the concept of the largest consistent set.