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Existing video-audio understanding models are trained and evaluated in an intra-domain setting, facing performance degeneration in real-world applications where multiple domains and distribution shifts naturally exist. The key to video-audio domain generalization (VADG) lies in alleviating spurious correlations over multi-modal features. To achieve this goal, we resort to causal theory and attribute such correlation to confounders affecting both video-audio features and labels. We propose a DeVADG framework that conducts uni-modal and cross-modal deconfounding through back-door adjustment. DeVADG performs cross-modal disentanglement and obtains fine-grained confounders at both class-level and domain-level using half-sibling regression and unpaired domain transformation, which essentially identifies domain-variant factors and class-shared factors that cause spurious correlations between features and false labels. To promote VADG research, we collect a VADG-Action dataset for video-audio action recognition with over 5,000 video clips across four domains (eg, cartoon and game) and ten action classes (eg, cooking and riding). We conduct extensive experiments, ie, multi-source DG, single-source DG, and qualitative analysis, validating the rationality of our causal analysis and the effectiveness of the DeVADG framework.