Traffic at unsignalised intersection usually involves complex interactions. It is critical to explicitly model the two-dimensional driving behaviours and capture the interactions among vehicles. However, little effort has been made to develop microscopic traffic simulation models at unsignalised intersections, which can generate realistic vehicle trajectories. To fill this gap, this study aims to develop a two-dimensional data-driven simulation model at an unsignalised intersection based on multi-agent imitation learning for generating realistic trajectories of vehicles crossing the intersection and macroscopic traffic characteristics. We propose a multi-agent adversarial inverse reinforcement learning model with four policies (MA-AIRL-4) to separately learn the driving behaviours with different directions (East-bound, West-bound, South-bound, and North–bound) by capturing the interactions between the vehicles. Using the vehicle trajectories data extracted from an unsignalised intersection of the open-source Interaction Dataset, we evaluate the performance of the proposed model by comparing it with several bench-marking models, i.e., MA-AIRL-2 model with two policies (i.e., one policy for West-East and North-South direction, respectively), MA-AIRL-1 model with one policy for all vehicles, three corresponding multi-agent generative adversarial imitation learning (MA-GAIL) models with four policies, two policies and one policy, respectively, and long short-term memory (LSTM) model. The results demonstrate the superiority of the proposed MA-AIRL-4 model in generating accurate vehicle trajectories and reproducing realistic speed distributions. The interpretation of the recovered reward function also indicates the effective learning of the proposed model and provides insights into the learned behaviours.