Air quality modeling and forecasting has become a key problem in environmental protection. The existing prediction models typically require large-scale and high-quality historical data to achieve better performance. However, insufficient data volume and significant differences between data distribution across different regions will definitely reduce the effectiveness of the model reuse. To address the above issues, we propose a novel hybrid recurrent network based on domain adversarial transfer to achieve a stronger generalization ability when training air quality data from multi-source domains. The proposed model mainly consists of three fundamental modules, i.e., feature extractor, regression predictor, and domain classifier. One-dimensional convolutional neural networks (1D-CNNs) are used to extract temporal feature of data from source and target stations. Bi-directional gated recurrent unit (bi-GRU) and bi-directional long short-term memory (bi-LSTM) are utilized to learn temporal dependencies pattern of multivariate time series data. Two adversarial transfer strategies are employed to ensure that our model is capable of finding domain invariant representations automatically. Experiments with different number of source domains are conducted to demonstrate the effectiveness of the proposed domain transfer strategies. The experimental results also show that our composite model has superior performance for forecasting air quality in various regions. As further evidence, the adversarial training method could promote the positive transfer and alleviate the negative effect of irrelevant source data. Besides, our model exhibits preferable generalization capability as more robust prediction results are achieved on both unseen target domains and original source domains.