Mosquito Species Classification (MSC) is crucial for vector surveillance and disease control. The collection of mosquito bioacoustic data is often limited by mosquito activity seasons and fieldwork. Mosquito recordings across regions, habitats, and laboratories often show non-biological variations from the recording environment, which we refer to as domain features. This study finds that models directly trained on audio recordings with domain features tend to rely on domain information rather than the species' acoustic cues for identification, resulting in illusory good performance while actually performing poor cross-domain generalization. To this end, we propose a Domain-Robust Bioacoustic Learning (DR-BioL) framework that combines contrastive learning with distribution alignment. Contrastive learning aims to promote cohesion within the same species and mitigate inter-domain discrepancies, and species-conditional distribution alignment further enhances cross-domain species representation. Experiments on a multi-domain mosquito bioacoustic dataset from diverse environments show that the DR-BioL improves the accuracy and robustness of baselines, highlighting its potential for reliable cross-domain MSC in the real world.