Numerical method is used to study dynamic characteristics of dual-wavelength femtosecond lasers and finite difference is used to solve cross mode-locking equations. The results show that two trains of mode-locking pulses interact in two-beam laser cavity and under specific condition, i.e., group velocity dispersion, self-phase modulation, cross coupling, gain amplification and loss are balanced, laser can be cross mode-locked, so cross mode-locking femtosecond pulses can be generated.