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Industrial smoke emissions present a serious threat to natural ecosystems and human health. Prior works have shown that using computer vision techniques to identify smoke is a low cost and convenient method. However, industrial smoke detection is a challenging task because industrial emission particles are often decay rapidly outside the stacks or facilities and steam is very similar to smoke. To overcome these problems, a novel Spatio-Temporal Cross Network (STCNet) is proposed to recognize industrial smoke emissions. The proposed STCNet involves a spatial pathway to extract texture features and a temporal pathway to capture smoke motion information. We assume that spatial and temporal pathway could guide each other. For example, the spatial path can easily recognize the obvious interference such as trees and buildings, and the temporal path can highlight the obscure traces of smoke movement. If the two pathways could guide each other, it will be helpful for the smoke detection performance. In addition, we design an efficient and concise spatio-temporal dual pyramid architecture to ensure better fusion of multi-scale spatiotemporal information. Finally, extensive experiments on public dataset show that our STCNet achieves clear improvements on the challenging RISE industrial smoke detection dataset against the best competitors by 6.2%. The code will be available at: https://github.com/Caoyichao/STCNet.