This paper develops a novel six-legged skiing robot capable of cross-country skiing on complex snowy terrains that are not downhill. The robot emulates human cross-country skiing techniques, featuring a parallel ski board connection configuration with high mechanical performance and stability, and a ski pole mechanism that transitions between support and swing states. By estimating the snow conditions, the skiing robot selects the most optimal cross-country skiing technique for the current environment and utilizes gait planning to achieve various skiing techniques such as double-pole and diagonal stride. An improved centroid balance controller (CBC) is utilized during cross-country skiing, coordinating the force distribution between the ski poles and skis. Finally, field experiments conducted in natural snowy environments validate the terrain adaptability, stable mobility, and steering capabilities of the skiing robot on complex snowy terrains.