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How to save labeling efforts for training supervised classifiers is an important research topic in machine learning community. Active learning (AL) and transfer learning (TL) are two useful tools to achieve this goal, and their combination, i.e., transfer active learning (T-AL) has also attracted considerable research interest. However, existing T-AL approaches consider to transfer knowledge from a source/auxiliary domain which has the same class labels as the target domain, but ignore the relationship among classes. In this paper, we investigate a more practical setting where the classes in source domain are related/similar to but different from the target domain classes. Specifically, we propose a novel cross-class T-AL approach to simultaneously transfer knowledge from source domain and actively annotate the most informative samples in target domain so that we can train satisfactory classifiers with as few labeled samples as possible. In particular, based on the class-class similarity and sample-sample similarity, we adopt a similarity propagation to find the source domain samples that can well capture the characteristics of a target class and then transfer the similar samples as the (pseudo) labeled data for the target class. In turn, the labeled and transferred samples are used to train classifiers and actively select new samples for annotation. Extensive experiments on three datasets demonstrate that the proposed approach outperforms significantly the state-of-the-art related approaches.