Document machine translation aims to translate the source sentence into the target language in the presence of additional contextual information. However, it typically suffers from a lack of doc-level bilingual data. To remedy this, here we propose a simple yet effective context-interactive pre-training approach, which targets benefiting from external large-scale corpora. The proposed model performs inter sentence generation to capture the cross-sentence dependency within the target document, and cross sentence translation to make better use of valuable contextual information. Comprehensive experiments illustrate that our approach can achieve state-of-the-art performance on three benchmark datasets, which significantly outperforms a variety of baselines.