Cross-border data flow is now already normal and makes a rising contribution to the global economic growth in the context of global digital economy development. Cross-border data flow is important to propel international economic and trade development and also a major area of data security administration in different countries. China is now the world's second largest economy，and more and more Chinese enterprises have started “going global”，which is inspired by the development prospect envisaged by the “Belt and Road” Initiative. In this context，implementing effective supervision of cross-border data flow will be a realistic need to develop foreign trade，protect personal privacies and safeguard the sovereignty. This report will research major practices of America，Russia and the EU for supervision of cross-border data flow over past years and core issues faced by international supervision，and abstract beneficial elements from their practices，which will be of great realistic significance for China to establish appropriate supervision mode and to propel the two-way cross-border data flow in order.