Cross-domain emotion classification aims to leverage useful information in a source domain to help predict emotion polarity in a target domain in a unsupervised or semi-supervised manner. Due to the domain discrepancy, an emotion classifier trained on source domain may not work well on target domain. Many researchers have focused on traditional cross-domain sentiment classification, which is coarse-grained emotion classification. However, the problem of emotion classification for cross-domain is rarely involved. In this paper, we propose a method, called convolutional neural network (CNN) based broad learning, for cross-domain emotion classification by combining the strength of CNN and broad learning. We first utilized CNN to extract domain-invariant and domain-specific features simultaneously, so as to train two more efficient classifiers by employing broad learning. Then, to take advantage of these two classifiers, we designed a co-training model to boost together for them. Finally, we conducted comparative experiments on four datasets for verifying the effectiveness of our proposed method. The experimental results show that the proposed method can improve the performance of emotion classification more effectively than those baseline methods.