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In case that the traffic resource is limited, cross-border traffic has great impact on urban transportation, and it is necessary for us to study characteristics of Lanzhou cross-border traffic network. In this paper, the characteristics of cross-border traffic network are studied from different aspects based on the theory of complex network. Results show that Lanzhou cross-border traffic network has small word and scale-free characteristics. These results may bring useful advices for the planning of Lanzhou traffic network.