In this paper, we investigate the cross-correlations between Chinese A-share and B-share markets. Qualitatively, we find that the return series of Chinese A-share and B-share markets were overall significantly cross-correlated based on the analysis of a statistic. Quantitatively, employing the detrended cross-correlation analysis, we find that the crosscorrelations were strongly multifractal in the short-term and weakly multifractal in the long-term. Moreover, the cross-correlations of small fluctuations were persistent and those of large fluctuations were anti-persistent in the short-term while cross-correlations of all kinds of fluctuations were persistent in the long-term. Using the method of rolling windows, we find that the cross-correlations were weaker and weaker over time, especially after the price-limited reform. We attribute the fact to the improvement of market efficiency. On the volatility series, our results show that the cross-correlations were much stronger than those between return series. Results from rolling windows show that the short-term cross-correlations between volatility series are still high now. We also provide some relevant discussions later.