With the rapid application of consortium chains, supervising these systems has become a challenge for governments. The centralized model fails to deliver supervision services that are both open and transparent. Given the benefits of decentralization, non‐tampering, and traceability offered by blockchains, researchers propose the concept of ‘governing the chain by chain’, which involves supervising multiple consortium chains by constructing a blockchain. Under this idea, the cross‐chain scheme becomes the key to achieving excellent supervision. Existing studies have shortcomings and cannot meet the requirements of universality, security, and efficiency in cross‐chain supervision scenarios. Aiming at the challenges, we propose ChainKeeper, a cross‐chain scheme for governing the chain by chain. The innovation of our work lies in three points. First, a modular node proxy program is designed to adapt to various implementations of consortium chains. Second, a verifiable node random selection method is put forward to improve the throughput of cross‐chain data transmission. Finally, a verifiable identity threshold signature method is proposed to prevent the cheating behavior of malicious nodes. To verify the universality of ChainKeeper, we built a prototype system on three types of consortium chains. The experimental results show that ChainKeeper can achieve high throughput, outperforming two state‐of‐the‐art cross‐chain schemes.