It is possible that there exist some interactions between dark energy (DE) and dark matter (DM), and a suitable interaction can alleviate the coincidence problem. Several phenomenological interacting forms are proposed and are fitted with observations in the literature. In this paper we investigate the possible interaction in a way independent of specific interacting forms by use of observational data (SNe, BAO, CMB and Hubble parameter). We divide the whole range of redshift into a few bins and set the interacting term $delta(z)$ to be a constant in each redshift bin. We consider four parameterizations of the equation of state $w_{de}$ for DE and find that $delta(z)$ is likely to cross the non-interacting ($delta=0$) and have an oscillation form. It suggests that to study the interaction between DE and DM, more general phenomenological forms of the interacting term should be considered.
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