This paper proposes a new class of worm: the Cross-Platform Worm which is capable of exploiting various operating systems and spreading through these systems without the confinement of platform architecture. A general model representing the structure of the Cross-Platform Worm and its running mechanism are present. In addition, the paper describes an implemented instance of the Cross-platform worm able to infect both Linux and Windows systems. Finally, the paper analyzed its realistic threat on these aspects: propagation topology, enhanced random scanning attack, and propagation speed in the Internet, compared with other Internet worms. The analysis indicate that the cross-platform worm have a far greater harm ability than conventional worms.