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The recent advances in single-cell RNA sequencing (scRNA-seq) techniques have stimulated efforts to identify and characterize the cellular composition of complex tissues. With the advent of various sequencing techniques, automated cell-type annotation using a well-annotated scRNA-seq reference becomes popular. But it relies on the diversity of cell types in the reference, which may not capture all the cell types present in the query data of interest. There are generally unseen cell types in the query data of interest because most data atlases are obtained for different purposes and techniques. Identifying previously unseen cell types is essential for improving annotation accuracy and uncovering novel biological discoveries. To address this challenge, we propose mtANN (multiple-reference-based scRNA-seq data annotation), a new method to automatically annotate query data while accurately identifying unseen cell types with the aid of multiple references. Key innovations of mtANN include the integration of deep learning and ensemble learning to improve prediction accuracy, and the introduction of a new metric that considers three complementary aspects to distinguish between unseen cell types and shared cell types. Additionally, we provide a data-driven method to adaptively select a threshold for identifying previously unseen cell types. We demonstrate the advantages of mtANN over state-of-the-art methods for unseen cell-type identification and cell-type annotation on two benchmark dataset collections, as well as its predictive power on a collection of COVID-19 datasets. The source code and tutorial are available at https://github.com/Zhangxf-ccnu/mtANN.