Despite the substantial advancements in Vision-Language Pre-training (VLP) models, their susceptibility to adversarial attacks poses a significant challenge. Existing work rarely studies the transferability of attacks on VLP models, resulting in a substantial performance gap from white-box attacks. We observe that prior work overlooks the interaction mechanisms between modalities, which plays a crucial role in understanding the intricacies of VLP models. In response, we propose a novel attack, called Collaborative Multimodal Interaction Attack (CMI-Attack), leveraging modality interaction through embedding guidance and interaction enhancement. Specifically, attacking text at the embedding level while preserving semantics, as well as utilizing interaction image gradients to enhance constraints on perturbations of texts and images. Significantly, in the image-text retrieval task on Flickr30K dataset, CMI-Attack raises the transfer success rates from ALBEF to TCL, $\text{CLIP}_{\text{ViT}}$ and $\text{CLIP}_{\text{CNN}}$ by 8.11%-16.75% over state-of-the-art methods. Moreover, CMI-Attack also demonstrates superior performance in cross-task generalization scenarios. Our work addresses the underexplored realm of transfer attacks on VLP models, shedding light on the importance of modality interaction for enhanced adversarial robustness.