The cross-sectional scanning tunneling microscopy (XSTM) technique was used to study the cleaved surface of Hg_0.72Cd_0.28Te grown by molecular beam epitaxy. Scanning tunnel spectroscopy (STS)’s measurements show that the width of zero current plateau (the apparent tunneling gap) of current-voltage (I/V) spectra is about 130% larger than the practical band gap of the material, implying the existence of obvious tip-induced band bending (TIBB) effect with the measurement. Based on the 3D TIBB model, the STS data can however be interpreted and the calculated I/V spectra are in good agreement with the measurement. Nevertheless, certain deviation appears for those I/V data which were acquired with a large imaging bias. This is because the current TIBB model does not take into account the transport mechanism of the material itself, for which the band-to-band tunneling, trap assisted tunneling etc. could be non-negligible factors for the tunneling.