The recent advances in deep neural networks have demonstrated high capability in a wide variety of scenarios. Nevertheless, fine-tuning deep models in a new domain still requires a significant amount of labeled data despite expensive labeling efforts. A valid question is how to leverage the source knowledge plus unlabeled or only sparsely labeled target data for learning a new model in target domain. The core problem is to bring the source and target distributions closer in the feature space. In the paper, we facilitate this issue in an adversarial learning framework, in which a domain discriminator is devised to handle domain shift. Particularly, we explore the learning in the context of hashing problem, which has been studied extensively due to its great efficiency in gigantic data. Specifically, a novel Deep Domain Adaptation Hashing with Adversarial learning (DeDAHA) architecture is presented, which mainly consists of three components: a deep convolutional neural networks (CNN) for learning basic image/frame representation followed by an adversary stream on one hand to optimize the domain discriminator, and on the other, to interact with each domain-specific hashing stream for encoding image representation to hash codes. The whole architecture is trained end-to-end by jointly optimizing two types of losses, i.e., triplet ranking loss to preserve the relative similarity ordering in the input triplets and adversarial loss to maximally fool the domain discriminator with the learnt source and target feature distributions. Extensive experiments are conducted on three domain transfer tasks, including cross-domain digits retrieval, image to image and image to video transfers, on several benchmarks. Our DeDAHA framework achieves superior results when compared to the state-of-the-art techniques.