With the availability of speech data obtained from different devices and varied acquisition conditions, we are often faced with scenarios, where the intrinsic discrepancy between the training and the test data has an adverse impact on affective speech analysis. To address this issue, this letter introduces an Adaptive Denoising Autoencoder based on an unsupervised domain adaptation method, where prior knowledge learned from a target set is used to regularize the training on a source set. Our goal is to achieve a matched feature space representation for the target and source sets while ensuring target domain knowledge transfer. The method has been successfully evaluated on the 2009 INTERSPEECH Emotion Challenge's FAU Aibo Emotion Corpus as target corpus and two other publicly available speech emotion corpora as sources. The experimental results show that our method significantly improves over the baseline performance and outperforms related feature domain adaptation methods.