With the rapid development of cross-chain technology in recent years, the problems of asset interoperability, data sharing and ecosystem interconnection between different blockchains have been solved. However, it still faces challenges in terms of privacy protection. This study begins by addressing the challenges of privacy protection in cross-chain systems. It first introduces the mainstream cross-chain technologies and their typical application scenarios, followed by a comparative analysis. Next, it presents the main technologies for cross-chain privacy protection and lists representative application projects that utilize different privacy protection methods. Based on this, a cross-chain privacy protection scheme CP-ABZP combining Ciphertext-Policy Attribute-Based Encryption (CP-ABE) and zero-knowledge proof (ZKP) is proposed. Finally, the challenges faced by cross-chain privacy protection technologies and their potential future development directions are discussed.