MOTIVATION: Predicting interactions between small molecules and proteins is a crucial step to decipher many biological processes, and plays a critical role in drug discovery. When no detailed 3D structure of the protein target is available, ligand-based virtual screening allows the construction of predictive models by learning to discriminate known ligands from non-ligands. However, the accuracy of ligand-based models quickly degrades when the number of known ligands decreases, and in particular the approach is not applicable for orphan receptors with no known ligand. RESULTS: We propose a systematic method to predict ligand-protein interactions, even for targets with no known 3D structure and few or no known ligands. Following the recent chemogenomics trend, we adopt a cross-target view and attempt to screen the chemical space against whole families of proteins simultaneously. The lack of known ligand for a given target can then be compensated by the availability of known ligands for similar targets. We test this strategy on three important classes of drug targets, namely enzymes, G-protein-coupled receptors (GPCR) and ion channels, and report dramatic improvements in prediction accuracy over classical ligand-based virtual screening, in particular for targets with few or no known ligands. AVAILABILITY: All data and algorithms are available as Supplementary Material.