Gait recognition is a crucial biometric identification technique. Camera-based gait recognition has been widely applied in both research and industrial fields. Due to the provision of 3D structural information, LiDAR-based gait recognition has also begun to evolve most recently. However, in certain applications, cameras fail to recognize persons, such as in low-light environments and long-distance recognition scenarios, where LiDARs work well. On the other hand, the deployment cost and complexity of LiDAR systems limit its wider application. Therefore, it is essential to consider cross-modality gait recognition between cameras and LiDARs for a broader range of applications. In this work, we propose the first cross-modality gait recognition framework between camera and LiDAR, namely CL-Gait. It employs a two-stream network for feature embedding of both modalities. This poses a challenging recognition task due to the inherent matching between 3D and 2D data, exhibiting significant modality discrepancy. To align the feature spaces of the two modalities, i.e., camera silhouettes and LiDAR points, we propose a contrastive pre-training strategy to mitigate modality discrepancy. To make up for the absence of paired camera-LiDAR data, we also introduce a strategy for generating data on a large scale. This strategy utilizes monocular depth estimated from single RGB images and virtual cameras to generate pseudo point clouds for contrastive pre-training. Extensive experiments show that the cross-modality gait recognition is very challenging but still contains potential and feasibility with our proposed model and pre-training strategy. To the best of our knowledge, this is the first work to address cross-modality gait recognition. The code and dataset are available at https://github.com/GWxuan/CL-Gait.