The cross-sectional scanning tunneling microscopy （XSTM） technique was used to study the cleaved surface of Hg_0.72Cd_0.28Te grown by molecular beam epitaxy. Measurements of scanning tunnel spectroscopy （STS） show that the width of zero current plateau （the apparent tunneling gap） of current-voltage （I/V） spectra is about 130% larger than the practical band gap of the material， implying the existence of obvious tip-induced band bending （TIBB） effect with the measurement. Based on the 3D TIBB model， the STS data can however be interpreted and the calculated I/V spectra are in good agreement with the measurement. Nevertheless， certain deviation appears for those I/V data which were acquired with a large imaging bias. This is because the current TIBB model does not take into account the transport mechanism of the material itself， for which the band-to-band tunneling， trap assisted tunneling etc. could be non-negligible factors for the tunneling.