A process for producing a cross copolymer, which comprises a coordination polymerization step and a subsequent anionic polymerization step, wherein in the coordination polymerization step, copolymerization of an olefin monomer, an aromatic vinyl compound monomer and an aromatic polyene is carried out by using a single-site coordination polymerization catalyst to synthesize an olefin/aromatic vinyl compound/aromatic polyene copolymer having an aromatic vinyl compound unit content of from 15 mol % to 40 mol %, an aromatic polyene unit content of from 0.01 mol % to 3 mol % and the rest being an olefin unit content, and then, in the anionic polymerization step, polymerization is carried out in the coexistence of such an olefin/aromatic vinyl compound/aromatic polyene copolymer and an anionic polymerizable vinyl compound monomer by using an anionic polymerization initiator.