Text classification is a fundamental task for natural language processing, and adapting text classification models across domains has broad applications. Self-training generates pseudo-examples from the model's predictions and iteratively trains on the pseudo-examples, i.e., minimizes the loss on the source domain and the Gibbs entropy on the target domain. However, Gibbs entropy is sensitive to prediction errors, and thus, self-training tends to fail when the domain shift is large. In this paper, we propose Meta-Tsallis Entropy minimization (MTEM), which applies a meta-learning algorithm to optimize the instance adaptive Tsallis entropy on the target domain. To reduce the computation cost of MTEM, we propose an approximation technique to approximate the Second-order derivation involved in the meta-learning. To efficiently generate pseudo labels, we propose an annealing sampling mechanism for exploring the model's prediction probability. Theoretically, we prove the convergence of the meta-learning algorithm in MTEM and analyze the effectiveness of MTEM in achieving domain adaptation. Experimentally, MTEM improves the adaptation performance of BERT with an average of 4 percent on the benchmark dataset.