With the rapid advancement of large language models (LLMs), extensive research has been conducted to investigate the code generation capabilities of LLMs. However, existing efforts primarily focus on general-domain tasks, leaving LLMs' code generation performance in real-world application domains underexplored. This raises a critical question: can a model's general-domain coding ability reliably represent its ability in specialized domains? In this paper, we introduce DomainCodeBench, a multi-domain code generation benchmark designed to systematically evaluate LLMs across 12 software application domains and 15 programming languages. DomainCodeBench contains 2,400 manually verified tasks with ground truth, human-annotated docstrings, and fine-grained dependency information to ensure more coverage of domain-specific challenges. Specifically, we first identify the most popular application domains by topic mining. Then, we curate coding tasks based on commonly used frameworks and platforms in each domain. We obtain several findings through extensive experiments on DomainCodeBench with ten mainstream LLMs. (1) Performance decoupling: experiments reveal that top general-domain models do not consistently excel in specific application domains; (2) Domain-specific weaknesses: LLMs often fail due to domain knowledge gaps and third-party library misusage; (3) Contextual enhancement: we show that augmenting prompts with domain-specific knowledge improves performance by around 38.17%, providing actionable insights for performance optimization. Our replication package, including the benchmark, source code, and experimental results, is available at https://github.com/DeepSoftwareAnalytics/DomainCodeBench.