Cellular cryo-Electron Tomography (cryo-ET) provides three-dimensional views of structural and spatial information of various macromolecules in cells in a near-native state. Subtomogram classification is a key step for recognizing and differentiating these macromolecular structures. In recent years, deep learning methods have been developed for high-throughput subtomogram classification tasks; however, conventional supervised deep learning methods cannot recognize macromolecular structural classes that do not exist in the training data. This imposes a major weakness since most native macromolecular structures in cells are unknown and consequently, cannot be included in the training data. Therefore, open set learning which can recognize unknown macro-molecular structures is necessary for boosting the power of automatic subtomogram classification. In this paper, we propose a method called Margin-based Loss for Unsupervised Domain Alignment (MLUDA) for open set recognition problems where only a few categories of interest are shared between cross-domain data. Through extensive experiments, we demonstrate that MLUDA performs well at cross-domain open-set classification on both public datasets and medical imaging datasets. So our method is of practical importance.