Domain adaptive text classification is a challenging problem for the large-scale pretrained language models because they often require expensive additional labeled data to adapt to new domains. Existing works usually fails to leverage the implicit relationships among words across domains. In this paper, we propose a novel method, called Domain Adaptation with Structured Knowledge (DASK), to enhance domain adaptation by exploiting word-level semantic relationships. DASK first builds a knowledge graph to capture the relationship between pivot terms (domain-independent words) and non-pivot terms in the target domain. Then during training, DASK injects pivot-related knowledge graph information into source domain texts. For the downstream task, these knowledge-injected texts are fed into a BERT variant capable of processing knowledge-injected textual data. Thanks to the knowledge injection, our model learns domain-invariant features for non-pivots according to their relationships with pivots. DASK ensures the pivots to have domain-invariant behaviors by dynamically inferring via the polarity scores of candidate pivots during training with pseudo-labels. We validate DASK on a wide range of cross-domain sentiment classification tasks and observe up to 2.9% absolute performance improvement over baselines for 20 different domain pairs. Code is available at https://github.com/hikaru-nara/DASK.