Dense retrieval approaches can overcome the lexical gap and lead to significantly improved search results. However, they require large amounts of training data which is not available for most domains. As shown in previous work (Thakur et al., 2021b), the performance of dense retrievers severely degrades under a domain shift. This limits the usage of dense retrieval approaches to only a few domains with large training datasets.In this paper, we propose the novel unsupervised domain adaptation method Generative Pseudo Labeling (GPL), which combines a query generator with pseudo labeling from a cross-encoder. On six representative domainspecialized datasets, we find the proposed GPL can outperform an out-of-the-box state-of-theart dense retrieval approach by up to 9.3 points