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In this paper, we propose EPNet++ for multi-modal 3D object detection by introducing a novel Cascade Bi-directional Fusion~(CB-Fusion) module and a Multi-Modal Consistency~(MC) loss. More concretely, the proposed CB-Fusion module enhances point features with plentiful semantic information absorbed from the image features in a cascade bi-directional interaction fusion manner, leading to more powerful and discriminative feature representations. The MC loss explicitly guarantees the consistency between predicted scores from two modalities to obtain more comprehensive and reliable confidence scores. The experimental results on the KITTI, JRDB and SUN-RGBD datasets demonstrate the superiority of EPNet++ over the state-of-the-art methods. Besides, we emphasize a critical but easily overlooked problem, which is to explore the performance and robustness of a 3D detector in a sparser scene. Extensive experiments present that EPNet++ outperforms the existing SOTA methods with remarkable margins in highly sparse point cloud cases, which might be an available direction to reduce the expensive cost of LiDAR sensors. 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