Click-Through Rate (CTR) prediction is one of the main tasks of the recommendation system, which is conducted by a user for different items to give the recommendation results. Cross-domain CTR prediction models have been proposed to overcome problems of data sparsity, long tail distribution of user-item interactions, and cold start of items or users. In order to make knowledge transfer from source domain to target domain more smoothly, an innovative deep learning cross-domain CTR prediction model, Domain Adversarial Deep Interest Network (DADIN) is proposed to convert the cross-domain recommendation task into a domain adaptation problem. The joint distribution alignment of two domains is innovatively realized by introducing domain agnostic layers and specially designed loss, and optimized together with CTR prediction loss in a way of adversarial training. It is found that the Area Under Curve (AUC) of DADIN is 0.08% higher than the most competitive baseline on Huawei dataset and is 0.71% higher than its competitors on Amazon dataset, achieving the state-of-the-art results on the basis of the evaluation of this model performance on two real datasets. The ablation study shows that by introducing adversarial method, this model has respectively led to the AUC improvements of 2.34% on Huawei dataset and 16.67% on Amazon dataset.