This study explores the optimal information-sharing strategy in a cross-border e-commerce supply chain with uncertain tax rates, in which an overseas manufacturer invests in product quality and a cross-border e-retailer holds private demand information. By establishing a game-theoretical model, we investigate the e-retailer’s motivation for sharing information with the overseas manufacturer and further explore the role of information sharing under tax uncertainty. Our results show that when quality elasticity is high, the e-retailer chooses to share its information voluntarily. However, under medium quality elasticity, the e-retailer shares information voluntarily only when the probability of the high tax rate is below a certain threshold. Moreover, the e-retailer could be more likely to share information under higher tax uncertainty. When quality elasticity is low, the e-retailer is unwilling to share information, but the overseas manufacturer can design a contract to incentivize the e-retailer to share information to realize a win–win outcome. Finally, we reveal that information sharing can mitigate the negative effect of tax fluctuation on the e-retailer’s profit. These findings provide useful implications for cross-border e-retailers on how to formulate information-sharing strategies under tax uncertainty arising from trade policy adjustment. Our study also supplements the information-sharing literature by discussing tax uncertainty, which is an important factor affecting the operation of cross-border e-commerce supply chain.