Cross-flow transition over a delta wing is systematically studied in a Mach 6.5 hypersonic wind tunnel, employing the Rayleigh scattering flow visualisation, high-speed schlieren and fast-response pressure sensors. Direct numerical simulations and analysis based on linear stability theory under the same flow conditions are applied to analyse the transition mechanism. Three unstable modes are identified: the travelling cross-flow instabilities, the second mode and the low-frequency waves. It is shown that the travelling cross-flow vortices first appear in the cross-flow region near the leading edge of the model. These vortices can modulate the mean profile of the flow, which benefits the growth of second mode. A phase-locked interaction mechanism transfers energy from the cross-flow instabilities to the high-frequency second mode, leading to amplification at the expense of the cross-flow instability. As the second mode grows to a critical amplitude, it triggers a $z$ -type secondary instability within a similar frequency range, which introduces secondary finger-like structures connecting to the cross-flow vortex. It is further found that the generation of these finger-like structures is related to the expansion and compression of the second mode. These finger vortices further evolve along the streamwise direction into low-frequency waves and corresponding hairpin-like structures that finally trigger turbulence. An interaction mechanism likely exists between the secondary instability and the low-frequency waves, since their phase speeds are approaching each other. These observations of the interaction mechanism are consistent with those of previous studies on hypersonic boundary layers (Zhang et al., Phys. Fluids, vol. 32 (7), 2020, 071702; Li et al., Phys. Fluids, vol. 32 (5), 2020, 051701).