The recent advancement of deep learning techniques has made great progress on hyperspectral image super-resolution (HSI-SR). Yet the development of unsupervised deep networks remains challenging for this task. To this end, we propose a novel coupled unmixing network with a cross-attention mechanism, CUCaNet for short, to enhance the spatial resolution of HSI by means of higher-spatial-resolution multispectral image (MSI). Inspired by coupled spectral unmixing, a two-stream convolutional autoencoder framework is taken as backbone to jointly decompose MS and HS data into a spectrally meaningful basis and corresponding coefficients. CUCaNet is capable of adaptively learning spectral and spatial response functions from HS-MS correspondences by enforcing reasonable consistency assumptions on the networks. Moreover, a cross-attention module is devised to yield more effective spatial-spectral information transfer in networks. Extensive experiments are conducted on three widely-used HS-MS datasets in comparison with state-of-the-art HSI-SR models, demonstrating the superiority of the CUCaNet in the HSI-SR application. Furthermore, the codes and datasets are made available at: https://github.com/danfenghong/ECCV2020_CUCaNet.