Cross-correlated contrast source inversion (CC-CSI) is a non-linear iterative inversion method that is proposed recently for solving the inverse scattering problems. In CC-CSI, a cross-correlated error is constructed and introduced to the cost functional, which improves the inversion ability when compared to the classical design of the cost functional by exploiting the mismatch between the data error and state error. In this paper, the multi-frequency inversion for electromagnetic waves is considered and a multi-frequency version of CC-CSI is proposed. Numerical and experimental inversion results of both transverse magnetic (TM) and transverse electric (TE) polarization demonstrate that, when multi-frequency data are available, CC-CSI still outperforms the multiplicative-regularized CSI method (MR-CSI) in the inversion of more complicated scatterers.