If E and B represent electric and magnetic field vectors of the electromagnetic wave, then the direction of propagation of electromagnetic wave is along:

E × B

The direction of propagation of electromagnetic wave is perpendicular to both electric field vector E and magnetic field vector B, i.e. in the direction of E × B.

This can be seen the diagram given below:

Here, electromagnetic wave is along the z-direction which is given by the cross product of E and B.