In neural dependency parsing, as well as in the broader field of NLP, domain adaptation remains a challenging problem. When adapting a parser to a target domain, there is a fundamental tension between the need to make use of out-of-domain data and the need to ensure that syntactic characteristic of the target domain are learned. In this work we explore a way to balance these two competing concerns, namely using domain-weighted batch sampling, which allows us to use all available training data, while controlling the probability of sampling in- and out-of-domain data when constructing training batches. We conduct experiments using ten natural language domains and find that domain-weighted batch sampling yields substantial performance improvements in all ten domains compared to a baseline of conventional randomized batch sampling.