Optical coherence tomography (OCT) is a widely-used modality in clinical imaging, which suffers from the speckle noise inevitably. Deep learning has proven its superior capability in OCT image denoising, while the difficulty of acquiring a large number of well-registered OCT image pairs limits the developments of paired learning methods. To solve this problem, some unpaired learning methods have been proposed, where the denoising networks can be trained with unpaired OCT data. However, majority of them are modified from the cycleGAN framework. These cycleGAN-based methods train at least two generators and two discriminators, while only one generator is needed for the inference. The dual-generator and dual-discriminator structures of cycleGAN-based methods demand a large amount of computing resource, which may be redundant for OCT denoising tasks. In this work, we propose a novel triplet cross-fusion learning (TCFL) strategy for unpaired OCT image denoising. The model complexity of our strategy is much lower than those of the cycleGAN-based methods. During training, the clean components and the noise components from the triplet of three unpaired images are cross-fused, helping the network extract more speckle noise information to improve the denoising accuracy. Furthermore, the TCFL-based network which is trained with triplets can deal with limited training data scenarios. The results demonstrate that the TCFL strategy outperforms state-of-the-art unpaired methods both qualitatively and quantitatively, and even achieves denoising performance comparable with paired methods. Code is available at: https://github.com/gengmufeng/TCFL-OCT.