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Recently, Cross-Domain Few-Shot Learning (CD-FSL) which aims at addressing the Few-Shot Learning (FSL) problem across different domains has attracted rising attention. The core challenge of CD-FSL lies in the domain gap between the source and novel target datasets. Though many attempts have been made for CD-FSL without any target data during model training, the huge domain gap makes it still hard for existing CD-FSL methods to achieve very satisfactory results. Alternatively, learning CD-FSL models with few labeled target domain data which is more realistic and promising is advocated in previous work~\cite{fu2021meta}. Thus, in this paper, we stick to this setting and technically contribute a novel Multi-Expert Domain Decompositional Network (ME-D2N). Concretely, to solve the data imbalance problem between the source data with sufficient examples and the auxiliary target data with limited examples, we build our model under the umbrella of multi-expert learning. Two teacher models which can be considered to be experts in their corresponding domain are first trained on the source and the auxiliary target sets, respectively. Then, the knowledge distillation technique is introduced to transfer the knowledge from two teachers to a unified student model. Taking a step further, to help our student model learn knowledge from different domain teachers simultaneously, we further present a novel domain decomposition module that learns to decompose the student model into two domain-related sub parts. This is achieved by a novel domain-specific gate that learns to assign each filter to only one specific domain in a learnable way. Extensive experiments demonstrate the effectiveness of our method. Codes and models are available at https://github.com/lovelyqian/ME-D2N_for_CDFSL.