Recently, microexpression recognition has attracted a lot of researchers' attention due to its challenges and valuable applications. However, it is noticed that currently most of the existing proposed methods are often evaluated and tested on the single database and, hence, this brings us a question whether these methods are still effective if the training and testing samples belong to different domains, for example, different microexpression databases. In this case, a large feature distribution difference may exist between training (source) and testing (target) samples and, hence, microexpression recognition tasks would become more difficult. To solve this challenging problem, that is, cross-domain microexpression recognition, in this paper, we propose an effective method consisting of an auxiliary set selection model (ASSM) and a transductive transfer regression model (TTRM). In our method, an ASSM is designed to automatically select an optimal set of samples from the target domain to serve as the auxiliary set, which is used for subsequent TTRM training. As for TTRM, it aims at bridging the feature distribution gap between the source and target domains by learning a joint regression model with the source domain samples and the auxiliary set selected from the target domain. We evaluate the proposed TTRM plus ASSM by extensive cross-domain microexpression recognition experiments on SMIC and CASME II databases. Compared with the recent state-of-the-art domain adaptation methods, our proposed method has a more satisfactory performance in dealing with the cross-domain microexpression recognition tasks.