Distribution shifts and adversarial examples are two major challenges for deploying machine learning models. While these challenges have been studied individually, their combination is an important topic that remains relatively under-explored. In this work, we study the problem of adversarial robustness under a common setting of distribution shift - unsupervised domain adaptation (UDA). Specifically, given a labeled source domain $D_S$ and an unlabeled target domain $D_T$ with related but different distributions, the goal is to obtain an adversarially robust model for $D_T$. The absence of target domain labels poses a unique challenge, as conventional adversarial robustness defenses cannot be directly applied to $D_T$. To address this challenge, we first establish a generalization bound for the adversarial target loss, which consists of (i) terms related to the loss on the data, and (ii) a measure of worst-case domain divergence. Motivated by this bound, we develop a novel unified defense framework called Divergence Aware adveRsarial Training (DART), which can be used in conjunction with a variety of standard UDA methods; e.g., DANN [Ganin and Lempitsky, 2015]. DART is applicable to general threat models, including the popular $\ell_p$-norm model, and does not require heuristic regularizers or architectural changes. We also release DomainRobust: a testbed for evaluating robustness of UDA models to adversarial attacks. DomainRobust consists of 4 multi-domain benchmark datasets (with 46 source-target pairs) and 7 meta-algorithms with a total of 11 variants. Our large-scale experiments demonstrate that on average, DART significantly enhances model robustness on all benchmarks compared to the state of the art, while maintaining competitive standard accuracy. The relative improvement in robustness from DART reaches up to 29.2% on the source-target domain pairs considered.