We report on the first experimental demonstration of low-light-level cross-phase modulation (XPM) with double slow light pulses based on the double electromagnetically induced transparency (EIT) in cold cesium atoms. The double EIT is implemented with two control fields and two weak fields that drive populations prepared in the two doubly spin-polarized states. Group velocity matching can be obtained by tuning the intensity of either of the control fields. The XPM is based on the asymmetric M-type five-level system formed by the two sets of EIT. Enhancement in the XPM by group velocity matching is observed. Our work advances studies of low-light-level nonlinear optics based on double slow light pulses.