Recent studies improve the cross-lingual transfer learning by better aligning the internal representations within the multilingual model or exploring the information of the target language using self-training. However, the alignment-based methods exhibit intrinsic limitations such as non-transferable linguistic elements, while most of the self-training based methods ignore the useful information hidden in the low-confidence samples. To address this issue, we propose CoNLST (Contrastive Negative Learning and Self-Training) to leverage the information of low-confidence samples. Specifically, we extend the negative learning to the metric space by selecting negative pairs based on the complementary labels and then employ self-training to iteratively train the model to converge on the obtained clean pseudo-labels. We evaluate our approach on the widely-adopted cross-lingual benchmark XNLI. The experiment results show that our method improves upon the baseline models and can serve as a beneficial complement to the alignment-based methods.