Decoding motor imagery EEG （ElectroEncephaloGraphy） signal is one of the crucial techniques for building Brain Computer Interface （BCI） system. Due to EEG signal’s high cost of acquisition， large inter-subject discrepancy， and characteristics of strong time variability and low signal-to-noise ratio， constructing cross-subject pattern recognition methods become the key problem of such study. To solve the existing problem， a cross-subject dynamic multi-domain adversarial learning method was proposed. Firstly， the covariance matrix alignment method was used to align the given EEG samples. Then， a global discriminator was adapted for marginal distribution of different domains， and multiple class-wise local discriminators were adapted to conditional distribution for each class. The self-adaptive adversarial factor for multi-domain discriminator was automatically learned during training iterations. Based on dynamic multi-domain adversarial learning strategy， the Dynamic Multi-Domain Adversarial Network （DMDAN） model could learn deep features with generalization ability between cross-subject domains. Experimental results on public BCI Competition IV 2A and 2B datasets show that， DMDAN model improves the ability of learning domain-invariant features， achieving 1.80 and 2.52 percentage points higher average classification accuracy on dataset 2A and dataset 2B compared with the existing adversarial learning method Deep Representation Domain Adaptation （DRDA）. It can be seen that DMDAN model improves the decoding performance of cross-subject motor imagery EEG signals， and has generalization ability on different datasets.