In the conventional quantum mechanics (i.e., hermitian QM) the adiabatic theorem for systems subjected to time periodic fields holds only for bound systems and not for open ones (where ionization and dissociation take place) [D. W. Hone, R. Ketzmerik, and W. Kohn, Phys. Rev. A 56, 4045 (1997)]. Here with the help of the (t,t') formalism combined with the complex scaling method we derive an adiabatic theorem for open systems and provide an analytical criteria for the validity of the adiabatic limit. The use of the complex scaling transformation plays a key role in our derivation. As a numerical example we apply the adiabatic theorem we derived to a 1D model Hamiltonian of Xe atom which interacts with strong, monochromatic sine-square laser pulses. We show that the generation of odd-order harmonics and the absence of hyper-Raman lines, even when the pulses are extremely short, can be explained with the help of the adiabatic theorem we derived. 42.50.Hz, 32.80.Rm