In this paper, we propose a novel deep generative approach to cross-modal retrieval to learn hash functions in the absence of paired training samples through the cycle consistency loss. Our proposed approach employs adversarial training scheme to learn a couple of hash functions enabling translation between modalities while assuming the underlying semantic relationship. To induce the hash codes with semantics to the input-output pair, cycle consistency loss is further delved into the adversarial training to strengthen the correlation between the inputs and corresponding outputs. Our approach is generative to learn hash functions, such that the learned hash codes can maximally correlate each input-output correspondence and also regenerate the inputs so as to minimize the information loss. The learning to hash embedding is thus performed to jointly optimize the parameters of the hash functions across modalities as well as the associated generative models. Extensive experiments on a variety of large-scale cross-modal data sets demonstrate that our proposed method outperforms the state of the arts.