Does Apple Pay work with Citibank?

Apple Cash services are provided by GreenDot bank.

You can use most debit cards and bank accounts from other banks to transfer money to and from the Apple Cash account including Citi.

Link-> Set up Apple Cash - Apple Support

Apple Pay and Apple Cash are separate things. You can use Apple Cash with Apple Pay.

Please read: https://www.citi.com/credit-cards/digital-wallet/apple-pay

I hope this answers your question.