Deep neural networks (DNNs) that incorporated lifelong sequential modeling (LSM) have brought great success to recommendation systems in various social media platforms. While continuous improvements have been made in domain-specific LSM, limited work has been done in cross-domain LSM, which considers modeling of lifelong sequences of both target domain and source domain. In this paper, we propose Lifelong Cross Network (LCN) to incorporate cross-domain LSM to improve the click-through rate (CTR) prediction in the target domain. The proposed LCN contains a LifeLong Attention Pyramid (LAP) module that comprises of three levels of cascaded attentions to effectively extract interest representations with respect to the candidate item from lifelong sequences. We also propose Cross Representation Production (CRP) module to enforce additional supervision on the learning and alignment of cross-domain representations so that they can be better reused on learning of the CTR prediction in the target domain. We conducted extensive experiments on WeChat Channels industrial dataset as well as on benchmark dataset. Results have revealed that the proposed LCN outperforms existing work in terms of both prediction accuracy and online performance.