Deep learning-based methods have made significant achievements for image dehazing. However, most of existing dehazing networks are concentrated on training models using simulated hazy images, resulting in generalization performance degradation when applied on real-world hazy images because of domain shift. In this paper, we propose a mutual learning dehazing framework for domain adaption. Specifically, we first devise two siamese networks: a teacher network in the synthetic domain and a student network in the real domain, and then optimize them in a mutual learning manner by leveraging EMA and joint loss. Moreover, we design a sample-cycle strategy based on density augmentation (HDA) module to introduce pseudo real-world image pairs provided by the student network into training for further improving the generalization performance. Extensive experiments on both synthetic and real-world dataset demonstrate that the propose mutual learning framework outperforms state-of-the-art dehazing techniques in terms of subjective and objective evaluation.