Internet　of　things　(IoT)　development　tends　to　reduce　the　reliance　on　centralized　servers.　The　zero-trust　distributed　system　combined　with　blockchain　technology　has　become　a　hot　topic　in　IoT　research.　However,　distribution　data　storage　services　and　different　blockchain　protocols　make　network　interoperability　and　cross-platform　more　complex.　Relay　chain　is　a　promising　cross-chain　technology　that　solves　the　complexity　and　compatibility　issues　associated　with　blockchain　cross-chain　transactions　by　utilizing　relay　blockchains　as　cross-chain　connectors.　Yet　relay　chain　cross-chain　transactions　need　to　collect　asset　information　and　implement　asset　transactions　via　two-way　peg.　Due　to　the　release　of　user　transaction　information,　there　is　the　issue　of　privacy　leakage.　In　this　article,　we　propose　a　cross-chain　privacy　protection　protocol　based　on　the　Groth16　zero-knowledge　proof　algorithm　and　coin-mixing　technology,　which　changes　the　authentication　mechanism　and　uses　a　combination　of　generating　functions　to　map　virtual　external　addresses　in　transactions.　It　allows　fast　cross-chain　anonymous　transactions　while　hiding　the　genuine　user＇s　address.　The　experiment　shows　that,　in　a　zero-trust　IoT　context,　our　scheme　can　effectively　protect　user　privacy　information,　accomplish　controlled　transaction　traceability　operations,　and　guarantee　cross-chain　transaction　security.