Multi-source domain adaptation (MSDA) has demonstrated superior performance in intelligent fault diagnosis (IFD) compared to single-source domain adaptation (SSDA), as it can provide more comprehensive and diverse information from multiple fully-labeled source domains. However, in many real industrial scenarios, acquiring multiple fully-labeled source domains is challenging because labeling all the source domains is as expensive and laborious as labeling the target domain. Given this concern, a cross-supervised multisource prototypical network (CSMPN) is proposed for multi-source few-shot fault diagnosis. Specifically, a domain-shared and a domain-individual branch are constructed to realize shared domain alignment across all the source and target domains and individual domain alignment of source-target domain pairs, respectively. Within two branches, domain alignment is realized by the designed prototypical contrastive learning (PCL) module. In the PCL module, we propose a prototype calibration strategy to address the issue of biased prototype estimation owing to outlier samples. In addition, a two-stage pseudo-labeled sample selection mechanism is proposed to enhance the feature representation ability of two branches. At the end of the two branches, we design a cross-supervised learning (CSL) module to realize mutual and collaborative learning between the two branches, which can further improve the diagnosis performance on the target domain. Experiments on two different bearing datasets are implemented to verify the superiority of the proposed method compared with the comparison methods. Our code is available at https://github.com/YNWA-Zhang/CSMPN .