Multilingual pre-trained language models have shown impressive performance on cross-lingual tasks. It greatly facilitates the applications of natural language processing on low-resource languages. However, there are still some languages that the current multilingual models do not perform well on. In this paper, we propose CINO (Chinese Minority Pre-trained Language Model), a multilingual pre-trained language model for Chinese minority languages. It covers Standard Chinese, Yue Chinese, and six other ethnic minority languages. To evaluate the cross-lingual ability of the multilingual model on ethnic minority languages, we collect documents from Wikipedia and news websites, and construct two text classification datasets, WCM (Wiki-Chinese-Minority) and CMNews (Chinese-Minority-News). We show that CINO notably outperforms the baselines on various classification tasks. The CINO model and the datasets are publicly available at http://cino.hfl-rc.com.