Out-of-Domain (OOD) intent detection is important for practical dialog systems. To alleviate the issue of lacking OOD training samples, some works propose synthesizing pseudo OOD samples and directly assigning one-hot OOD labels to these pseudo samples. However, these one-hot labels introduce noises to the training process because some hard pseudo OOD samples may coincide with In-Domain (IND) intents. In this paper, we propose an adaptive soft pseudo labeling (ASoul) method that can estimate soft labels for pseudo OOD samples when training OOD detectors. Semantic connections between pseudo OOD samples and IND intents are captured using an embedding graph. A co-training framework is further introduced to produce resulting soft labels following the smoothness assumption, i.e., close samples are likely to have similar labels. Extensive experiments on three benchmark datasets show that ASoul consistently improves the OOD detection performance and outperforms various competitive baselines.