Unsupervised domain adaptation (UDA) aims to adapt a model of the labeled source domain to an unlabeled target domain. Although the domain shifts may exist in various dimensions such as appearance, textures, etc, the contextual dependency, which is generally shared across different domains, is neglected by recent methods. In this paper, we utilize this important clue as explicit prior knowledge and propose end-to-end Context-Aware Mixup (CAMix) for domain adaptive semantic segmentation. Firstly, we design a contextual mask generation strategy by leveraging accumulated spatial distributions and contextual relationships. The generated contextual mask is critical in this work and will guide the domain mixup. In addition, we define the significance mask to indicate where the pixels are credible. To alleviate the over-alignment (e.g., early performance degradation), the source and target significance masks are mixed based on the contextual mask into the mixed significance mask, and we introduce a significance-reweighted consistency loss on it. Experimental results show that the proposed method outperforms the state-of-the-art methods by a large margin on two widely-used domain adaptation benchmarks, i.e., GTAV $\rightarrow $ Cityscapes and SYNTHIA $\rightarrow $ Cityscapes.