Wireless fingerprint-based localization has become one of the most promising technologies for ubiquitous location-aware computing and intelligent location-based services. However, due to RF vulnerability to environmental dynamics over time, continuous radio map updates are time-consuming and infeasible, resulting in severe accuracy degradation. To address this issue, we propose a novel approach of robust localization with dynamic adversarial learning, known as DadLoc which realizes automatic radio map adaptation by incorporating multiple robust factors underlying RF fingerprints to learn the evolving feature representation with the complicated environmental dynamics. DadLoc performs a finer-grained distribution adaptation with the developed dynamic adversarial adaptation network and quantifies the contributions of both global and local distribution adaptation in a dynamics-adaptive manner. Furthermore, we adopt the strategy of prediction uncertainty suppression to conduct source-supervised training, target-unsupervised training, and source-target dynamic adversarial adaptation which can trade off the environment adaptability and the location discriminability of the learned deep representation for safe and effective feature transfer across different environments. With extensive experimental results, the satisfactory accuracy over other comparative schemes demonstrates that the proposed DanLoc can facilitate fingerprint-based localization for wide deployments.