Weakly supervised video anomaly detection (WSVAD) is a challenging task since only video-level labels are available for training. In previous studies, the discriminative power of the learned features is not strong enough, and the data imbalance resulting from the mini-batch training strategy is ignored. To address these two issues, we propose a novel WSVAD method based on cross-batch clustering guidance. To enhance the discriminative power of features, we propose a batch clustering based loss to encourage a clustering branch to generate distinct normal and abnormal clusters based on a batch of data. Meanwhile, we design a cross-batch learning strategy by introducing clustering results from previous mini-batches to reduce the impact of data imbalance. In addition, we propose to generate more accurate segment-level anomaly scores based on batch clustering guidance further improving the performance of WSVAD. Extensive experiments on two public datasets demonstrate the effectiveness of our approach.