Cross-domain password-based authenticated key exchange (PAKE) protocols have been studied for many years. However, these protocols are mainly focusing on multi-participant within a single domain in an open network environment. This paper proposes a novel approach for designing a cross-domain group PAKE protocol, that primarily handles with the setting of multi-participant in the multidomain. Moreover, our protocol is proved secure against active adversary in the Real-or-Random (ROR) model. In our protocol, no interaction occurs between any two domain authentication servers. They are regarded as ephemeral certificate authorities (CAs) to certify key materials that participants might subsequently use to exchange and agree on group session key. We further justify the computational complexity and measure the average computation time of our protocol. To the best of our knowledge, this is the first work to analyze and discuss a provably secure multi-participant cross-domain group PAKE protocol.