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Data inconsistency and bias are inevitable among different facial expression recognition (FER) datasets due to subjective annotating process and different collecting conditions. Recent works resort to adversarial mechanisms that learn domain-invariant features to mitigate domain shift. However, most of these works focus on holistic feature adaptation, and they ignore local features that are more transferable across different datasets. Moreover, local features carry more detailed and discriminative content for expression recognition, and thus integrating local features may enable fine-grained adaptation. In this work, we propose a novel Adversarial Graph Representation Adaptation (AGRA) framework that unifies graph representation propagation with adversarial learning for cross-domain holistic-local feature co-adaptation. To achieve this, we first build a graph to correlate holistic and local regions within each domain and another graph to correlate these regions across different domains. Then, we learn the per-class statistical distribution of each domain and extract holistic-local features from the input image to initialize the corresponding graph nodes. Finally, we introduce two stacked graph convolution networks to propagate holistic-local feature within each domain to explore their interaction and across different domains for holistic-local feature co-adaptation. In this way, the AGRA framework can adaptively learn fine-grained domain-invariant features and thus facilitate cross-domain expression recognition. We conduct extensive and fair experiments on several popular benchmarks and show that the proposed AGRA framework achieves superior performance over previous state-of-the-art methods.