In recent years, the boundaries between e-commerce and social networking have become increasingly blurred. Many e-commerce websites support the mechanism of social login where users can sign on the websites using their social network identities such as their Facebook or Twitter accounts. Users can also post their newly purchased products on microblogs with links to the e-commerce product web pages. In this paper we propose a novel solution for cross-site cold-start product recommendation which aims to recommend products from e-commerce websites to users at social networking sites in “cold-start” situations, a problem which has rarely been explored before. A major challenge is how to leverage knowledge extracted from social networking sites for cross-site cold-start product We propose to use the linked users across social networking sites and e-commerce websites (users who have social networking accounts and have made purchases on e-commerce websites) as a bridge to map users’ social networking features to another feature representation for product recommendation. In specific, we propose learning both users’ and products’ feature representations (called user embeddings and product embeddings, respectively) from data collected from e-commerce websites using recurrent neural networks and then apply a modified gradient boosting trees method to transform users’ social networking features into user embeddings. We then develop a feature-based matrix factorization approach which can leverage the learnt user embeddings for cold-start product recommendation. Experimental results on a large dataset constructed from the largest Chinese microblogging service SINA WEIBO and the largest Chinese B2C e-commerce website JINGDONG have shown the effectiveness of ourproposedframework.