Graph structured data often possess dynamic characters in nature, e.g., the addition of links and nodes, in many real-world applications. Recent years have witnessed the increasing attentions paid to dynamic graph neural networks for modelling such graph data, where almost all the existing approaches assume that when a new link is built, the embeddings of the neighbor nodes should be updated by learning the temporal dynamics to propagate new information. However, such approaches suffer from the limitation that if the node introduced by a new connection contains noisy information, propagating its knowledge to other nodes is not reliable and even leads to the collapse of the model. In this paper, we propose AdaNet: a robust knowledge Adaptation framework via reinforcement learning for dynamic graph neural Networks. In contrast to previous approaches immediately updating the embeddings of the neighbor nodes once adding a new link, AdaNet attempts to adaptively determine which nodes should be updated because of the new link involved. Considering that the decision whether to update the embedding of one neighbor node will have great impact on other neighbor nodes, we thus formulate the selection of node update as a sequence decision problem, and address this problem via reinforcement learning. By this means, we can adaptively propagate knowledge to other nodes for learning robust node embedding representations. To the best of our knowledge, our approach constitutes the first attempt to explore robust knowledge adaptation via reinforcement learning for dynamic graph neural networks. Extensive experiments on three benchmark datasets demonstrate that AdaNet achieves the state-of-the-art performance. In addition, we perform the experiments by adding different degrees of noise into the dataset, quantitatively and qualitatively illustrating the robustness of AdaNet.