Wireless sensing is of great benefits to our daily lives. However, wireless signals are sensitive to the surroundings. Various factors, e.g. environments, locations, and individuals, may induce extra impact on wireless propagation. Such a change can be regarded as a domain, in which the data distribution shifts. A vast majority of the sensing schemes are learning-based. They are dependent on the training domains, resulting in performance degradation in unseen domains. Researchers have proposed various solutions to address this issue. But these solutions leverage either semi-supervised or unsupervised domain adaptation techniques. They still require some data in the target domains and do not perform well in unseen domains. In this paper, we propose a domain generalization framework DGSense, to eliminate the domain dependence problem in wireless sensing. The framework is a general solution working across diverse sensing tasks and wireless technologies. Once the sensing model is built, it can generalize to unseen domains without any data from the target domain. To achieve the goal, we first increase the diversity of the training set by a virtual data generator, and then extract the domain independent features via episodic training between the main feature extractor and the domain feature extractors. The feature extractors employ a pre-trained Residual Network (ResNet) with an attention mechanism for spatial features, and a 1D Convolutional Neural Network (1DCNN) for temporal features. To demonstrate the effectiveness and generality of DGSense, we evaluated on WiFi gesture recognition, Millimeter Wave (mmWave) activity recognition, and acoustic fall detection. All the systems exhibited high generalization capability to unseen domains, including new users, locations, and environments, free of new data and retraining.