The Point-of-Interest (POI) transition behaviors could hold absolute sparsity and relative sparsity very differently for different cities. Hence, it is intuitive to transfer knowledge across cities to alleviate those data sparsity and imbalance problems for next POI recommendation. Recently, pre-training over a large-scale dataset has achieved great success in many relevant fields, like computer vision and natural language processing. By devising various self-supervised objectives, pre-training models can produce more robust representations for downstream tasks. However, it is not trivial to directly adopt such existing pre-training techniques for next POI recommendation, due to thelacking of common semantic objects (users or items) across different cities. Thus in this paper, we tackle such a new research problem ofpre-training across different citiesfor next POI recommendation. Specifically, to overcome the key challenge that different cities do not share any common object, we propose a novel pre-training model namedCATUS, by transferring thecategory-leveluniversal transition knowledge over different cities. Firstly, we build two self-supervised objectives inCATUS:next category predictionandnext POI prediction, to obtain the universal transition-knowledge across different cities and POIs. Then, we design acategory-transition oriented sampleron the data level and animplicit and explicit transfer strategyon the encoder level to enhance this transfer process. At the fine-tuning stage, we propose adistance oriented samplerto better align the POI representations into the local context of each city. Extensive experiments on two large datasets consisting of four cities demonstrate the superiority of our proposedCATUSover the state-of-the-art alternatives. The code and datasets are available at https://github.com/NLPWM-WHU/CATUS.