Adaptation to out-of-distribution data is a meta-challenge for all statistical learning algorithms that strongly rely on the i.i.d. assumption. It leads to unavoidable labor costs and confidence crises in realistic applications. For that, domain generalization aims at mining domain-irrelevant knowledge from multiple source domains that can generalize to unseen target domains. In this paper, by leveraging the frequency domain of an image, we uniquely work with two key observations: (i) the high-frequency information of an image depicts object edge structure, which preserves high-level semantic information of the object is naturally consistent across different domains, and (ii) the low-frequency component retains object smooth structure, while this information is susceptible to domain shifts. Motivated by the above observations, we introduce (i) an encoder-decoder structure to disentangle high- and low-frequency features of an image, (ii) an information interaction mechanism to ensure the helpful knowledge from both two parts can cooperate effectively, and (iii) a novel data augmentation technique that works on the frequency domain to encourage the robustness of frequency-wise feature disentangling. The proposed method obtains state-of-the-art performance on three widely used domain generalization benchmarks (Digit-DG, Office-Home, and PACS).