Social media is a real-time social sensor to sense and collect diverse information, which can be combined with sentiment analysis to help IoT sensors provide user-demanded favorable data in smart systems. In the case of insufficient data labels, cross-domain sentiment analysis aims to transfer knowledge from the source domain with rich labels to the target domain that lacks labels. Most domain adaptation sentiment analysis methods achieve transfer learning by reducing the domain differences between the source and target domains, but little attention is paid to the negative transfer problem caused by invalid source domains. To address these problems, this paper proposes a cross-domain sentiment analysis method based on feature projection and multi-source attention (FPMA), which not only alleviates the effect of negative transfer through a multi-source selection strategy but also improves the classification performance in terms of feature representation. Specifically, two feature extractors and a domain discriminator are employed to extract shared and private features through adversarial training. The extracted features are optimized by orthogonal projection to help train the classification in multi-source domains. Finally, each text in the target domain is fed into the trained module. The sentiment tendency is predicted in the weighted form of the attention mechanism based on the classification results from the multi-source domains. The experimental results on two commonly used datasets showed that FPMA outperformed baseline models.