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Pedestrian trajectory prediction is an essential component in a wide range of AI applications such as autonomous driving and robotics. Existing methods usually assume the training and testing motions follow the same pattern while ignoring the potential distribution differences (e.g., shopping mall and street). This issue results in inevitable performance decrease. To address this issue, we propose a novel Transferable Graph Neural Network (T-GNN) framework, which jointly conducts trajectory prediction as well as domain alignment in a unified framework. Specifically, a domain-invariant GNN is proposed to explore the structural motion knowledge where the domain-specific knowledge is reduced. Moreover, an attention-based adaptive knowledge learning module is further proposed to explore fine-grained individual-level feature representations for knowledge transfer. By this way, disparities across different trajectory domains will be better alleviated. More challenging while practical trajectory prediction experiments are designed, and the experimental results verify the superior performance of our proposed model. To the best of our knowledge, our work is the pioneer which fills the gap in benchmarks and techniques for practical pedestrian trajectory prediction across different domains.