Collaborative Filtering (CF) is a widely adopted technique in recommender systems. Traditional CF models mainly focus on predicting a user's preference to the items in a single domain such as the movie domain or the music domain. A major challenge for such models is the data sparsity problem, and especially, CF cannot make accurate predictions for the cold-start users who have no ratings at all. Although Cross-Domain Collaborative Filtering (CDCF) is proposed for effectively transferring users' rating preference across different domains, it is still difficult for existing CDCF models to tackle the cold-start users in the target domain due to the extreme data sparsity. In this paper, we propose a Cross-Domain Latent Feature Mapping (CDLFM) model for cold-start users in the target domain. Firstly, in order to better characterize users in sparse domains, we take the users' similarity relationship on rating behaviors into consideration and propose the Matrix Factorization by incorporating User Similarities (MFUS) in which three similarity measures are proposed. Next, to perform knowledge transfer across domains, we propose a neighborhood based gradient boosting trees method to learn the cross-domain user latent feature mapping function. For each cold-start user, we learn his/her feature mapping function based on the latent feature pairs of those linked users who have similar rating behaviors with the cold-start user in the auxiliary domain. And the preference of the cold-start user in the target domain can be predicted based on the mapping function and his/her latent features in the auxiliary domain. Experimental results on two real data sets extracted from Amazon transaction data demonstrate the superiority of our proposed model against other state-of-the-art methods.