A cross-shaped photonic crystal waveguide formed by a square lattice Al2O3 rods array is numerically and experimentally investigated. The band gap of the TE mode for the photonic crystals and transmission characteristics of waveguides are calculated by the plane wave expansion method and the finite element method. We perform the experiments in the microwave regime to validate the numerical results. The measured reflection and transmission characteristics of the photonic crystals show a large band gap between 8.62 and 11.554 GHz (relative bandwidth is 29.34%). The electromagnetic waves are transmitted stably in the waveguides, and the transmission characteristics maintain a high level in the band gap.