Unsupervised cross-domain action recognition aims at adapting the model trained on an existing labeled source domain to a new unlabeled target domain. Most existing methods solve the task by directly aligning the feature distributions of source and target domains. However, this would cause negative transfer during domain adaptation due to some negative training samples in both domains. In the source domain, some training samples are of low-relevance to target domain due to the difference in viewpoints, action styles, etc. In the target domain, there are some ambiguous training samples that can be easily classified as another type of action under the case of source domain. The problem of negative transfer has been explored in cross-domain object detection, while it remains under-explored in cross-domain action recognition. Therefore, we propose a Multi-modal Instance Refinement (MMIR) method to alleviate the negative transfer based on reinforcement learning. Specifically, a reinforcement learning agent is trained in both domains for every modality to refine the training data by selecting out negative samples from each domain. Our method finally outperforms several other state-of-the-art baselines in cross-domain action recognition on the benchmark EPIC-Kitchens dataset, which demonstrates the advantage of MMIR in reducing negative transfer.