We describe a sentiment classification method that is applicable when we do not have any labeled data for a target domain but have some labeled data for multiple other domains, designated as the source domains. We automatically create a sentiment sensitive thesaurus using both labeled and unlabeled data from multiple source domains to find the association between words that express similar sentiments in different domains. The created thesaurus is then used to expand feature vectors to train a binary classifier. Unlike previous cross-domain sentiment classification methods, our method can efficiently learn from multiple source domains. Our method significantly outperforms numerous baselines and returns results that are better than or comparable to previous cross-domain sentiment classification methods on a benchmark dataset containing Amazon user reviews for different types of products.