The Stark effect of ultra-cold Cs Rydberg atom is investigated in a magneto-optical trap, and the avoided crossing between nS state and (n-4) manifold is observed. The ion spectrum near the avoided crossing is obtained by using state-selective field pulse ionization technique. By changing the intensity of the applied electric field, we find that the relative intensities of two Stark states near the avoided crossing exchange obviously. Furthermore, state transfer from nS Rydberg state to high-l state due to the avoided crossing is also obtained.