Abstract: Infrastructure projects, especially transport ones are the basis of successful functioning of world economies over the long run. Nevertheless, there are hardly any effective instruments of the infrastructure projects financing available under the current conditions. This study offers to solve, the above problem through creation of a cross-border transport cluster being a promising form of interaction between the financial and industrial economy sectors. Currently in the Russian Federation, there are the following problems preventing introduction of the cross-border transport cluster with a view of infrastructure projects realization: limited international investment volume, inadequate mechanisms of rising private funds for infrastructure development as well as mechanisms of private-public partnership. There were offered instruments for improvement of a cluster-related policy of the Russian Federation in order to remove the mentioned obstacles and to create favorable conditions for creation and functioning of the cross-border transport cluster. This cluster will be able to ensure, the conditions for mutually beneficial cooperation of the transport sector enterprises and the financial sphere institutions to increase competitive advantage of the cluster members as well as to provide for attractiveness of infrastructure projects for investors. Use of new technologies offered by the modern industry of financial services and as a consequence acceleration of the transport sector development and successful realization of infrastructure projects are meant to be another positive effect from the cross-border transport cluster implementation.