Infrared small target detection often faces significant domain gaps across datasets due to varying sensors and scene distributions. Currently, most existing methods are typically based on single-domain learning ($i.e.$, training and test are on the same dataset), requiring training separate detectors when considering different datasets. However, they overlook the valuable public knowledge across domains and limit the applicability in multiple infrared scenarios. To break through single-domain learning, implementing only one universal detector simultaneously on multiple datasets, as the first exploration, we propose a cross-domain joint learning task framework with prototype-guided Mixture-of-Experts (CoMoE). Specifically, it designs a hyperspherical prototype learning to adaptively maintain both domain-specific prototypes and global prototypes, enhancing cross-domain feature representation. Meanwhile, a domain-aware Mixture-of-Experts with Top-K routing strategy is proposed to select the optimal domain experts. Moreover, to enhance cross-domain feature alignment, we design an adaptive cross-domain feature modulation with noise-guided contrastive learning. The extensive experiments on a newly constructed benchmark comprising three datasets verify the superiority of our CoMoE, even under limited data settings. It could often surpass general joint learning methods, and state-of-the-art (SOTA) single-domain ones. Codes will be open after acceptance.