Named Entity Recognition (NER) is a fundamental task in information extraction from unstructured text. Most previous machine-learning-based NER systems are domain-specific, which implies that they may only perform well on some specific domains (e.g., Newswire ) but tend to adapt poorly to other related but different domains (e.g., Weblog ). Recently, transfer learning techniques have been proposed to NER. However, most transfer learning approaches to NER are developed for binary classification, while NER is a multiclass classification problem in nature. Therefore, one has to first reduce the NER task to multiple binary classification tasks and solve them independently. In this article, we propose a new transfer learning method, named Transfer Joint Embedding (TJE), for cross-domain multiclass classification, which can fully exploit the relationships between classes (labels), and reduce domain difference in data distributions for transfer learning. More specifically, we aim to embed both labels (outputs) and high-dimensional features (inputs) from different domains (e.g., a source domain and a target domain) into a unified low-dimensional latent space, where 1) each label is represented by a prototype and the intrinsic relationships between labels can be measured by Euclidean distance; 2) the distance in data distributions between the source and target domains can be reduced; 3) the source domain labeled data are closer to their corresponding label-prototypes than others. After the latent space is learned, classification on the target domain data can be done with the simple nearest neighbor rule in the latent space. Furthermore, in order to scale up TJE, we propose an efficient algorithm based on stochastic gradient descent (SGD). Finally, we apply the proposed TJE method for NER across different domains on the ACE 2005 dataset, which is a benchmark in Natural Language Processing (NLP). Experimental results demonstrate the effectiveness of TJE and show that TJE can outperform state-of-the-art transfer learning approaches to NER.