Domain Adaptation (DA) enables transferring a learning machine from a labeled source domain to an unlabeled target one. While remarkable advances have been made, most of the existing DA methods focus on improving the target accuracy at inference. How to estimate the predictive uncertainty of DA models is vital for decision-making in safety-critical scenarios but remains the boundary to explore. In this paper, we delve into the open problem of Calibration in DA, which is extremely challenging due to the coexistence of domain shift and the lack of target labels. We first reveal the dilemma that DA models learn higher accuracy at the expense of well-calibrated probabilities. Driven by this finding, we propose Transferable Calibration (TransCal) to achieve more accurate calibration with lower bias and variance in a unified hyperparameter-free optimization framework. As a general post-hoc calibration method, TransCal can be easily applied to recalibrate existing DA methods. Its efficacy has been justified both theoretically and empirically.