In this paper, stochastic models for the cross‐correlation of multiple channels are established based on measurement data collected using a wideband multiple‐input multiple‐output relay Band Exploration and Channel Sounder system at 3.7 GHz. We propose models for the cross‐correlation characteristics of large‐scale parameters (LSPs) between two links, that is, the base station and mobile station (MS) link and the relay station and MS link. The LSPs include shadow fading, Rician K‐factor, delay spread, angle spread of arrival, and angle spread of departure. Furthermore, models are established for the cross‐correlation of the small‐scale fading in the impulse responses of two links. The statistics of these model parameters are investigated as functions of geometrical features of the multilink. They are extracted from a large amount of cross‐correlation observations, which are obtained in three measurement sites along more than one hundred measurement routes. These models can be used together with the standard single‐link channel models for the generation of correlated components, for example, path clusters, in two separate channels.