Inter-modal nonlinear coefficient is an important parameter to analytically describe the few-mode fiber (FMF) nonlinearity, when the nonlinear interaction arising in the FMF are exploited for various applications. Here, we experimentally characterize the inter-modal nonlinear coefficient, based on the continuous wave cross-phase modulation, without the priori-knowledge of the intra-modal nonlinear coefficient for the FMF under test. Based on the derived equation, we examine the impact of the pump modulation scheme and the wavelength spacing between probe and pump on the precise measurement of inter-modal nonlinear coefficient. Compared with the double sideband (DSB) modulation, the pump modulated with carrier suppressed DSB (CS-DSB) scheme leads to an underestimation of measurement results, due to the coexistence of unnecessary nonlinear interactions. Finally, the inter-modal nonlinear coefficient of a 1.9-km FMF supporting two mode groups is experimentally characterized, in a good agreement with the theoretically calculated values. Due to the random birefringence fluctuation, the average value of 4/3 to describe the inter-modal nonlinear interaction arising in weakly-coupled FMF by the commonly-used Manakov equation is experimentally verified.