Cross, who lives in St Leonards, put up an excellent fight in his second round match against two-time world champion and world number four Adrian Lewis.
He recorded a superb average of 104 and hit eight doubles from 14 attempts in losing a tight battle at the Winter Gardens in Blackpool 11-8.
Lewis finished the stronger as he backed up nine 180s by claiming the final three legs without reply to secure his quarter-final spot.
Lewis landed three of those maximums in the opening two legs and also fired in a 177 as he moved 4-2 up before a brilliant 144 checkout retained his two-leg cushion at 5-3.
Cross responded splendidly with a 10-darter in leg nine and levelled with a 14-dart finish, but crucially was unable to break Lewis’ throw to move ahead as the Stoke ace landed a 121 finish at a key moment before pulling clear from 8-8 for the win.
Lewis said of Cross: “He’s an absolutely awesome player and I had to dig in there. I think he’s world class and he can get into the top 16, without a doubt. For me to go up there and come through a game like that is really satisfying.”
World number 49 Cross was a 10-7 winner over 12th-ranked Ian White in round one on Monday night - his first match in front of the live Sky Sports television cameras.
After topping the PDC Unicorn Challenge Tour order of merit in 2016, Cross has already enjoyed a superb first year on the Pro Tour in 2017.
He won his first PDC title at the third Players Championship event, beating Mervyn King 6-5 in the final. The former electrician later later won the 12th Players Championship event via a 6-5 victory over White.