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Domain generalization (DG) serves as a promising solution to handle person Re-Identification (Re-ID), which trains the model using labels from the source domain alone, and then directly adopts the trained model to the target domain without model updating. However, existing DG approaches are usually disturbed by serious domain variations due to significant dataset variations. Subsequently, DG highly relies on designing domain-invariant features, which is however not well exploited, since most existing approaches directly mix multiple datasets to train DG based models without considering the local dataset similarities, i.e., examples that are very similar but from different domains. In this paper, we present a Dual Distribution Alignment Network (DDAN), which handles this challenge by mapping images into a domain-invariant feature space by selectively aligning distributions of multiple source domains. Such an alignment is conducted by dual-level constraints, i.e., the domain-wise adversarial feature learning and the identity-wise similarity enhancement. We evaluate our DDAN on a large-scale Domain Generalization Re-ID (DG Re-ID) benchmark. Quantitative results demonstrate that the proposed DDAN can well align the distributions of various source domains, and significantly outperforms all existing domain generalization approaches.