Multimodal Sentiment Analysis (MSA) models typically suffer significant performance degradation under domain shifts. While Test-Time Adaptation (TTA) aims to mitigate this, existing discriminative approaches often succumb to “confident but wrong” predictions on out-of-distribution samples. Conversely, generative models offer robust calibration but incur prohibitive computational costs. To bridge this gap, we propose GD-Adapt (Generative-Discriminative Adaptation), a novel TTA framework that harmonizes the robustness of generative diffusion models with the efficiency of discriminative regression networks via Bayesian Diffusion Distillation (BDD). Specifically, we introduce Auxiliary Generative Regularization (AGR) during pretraining to enforce manifold-aware feature learning. Extensive experiments across five cross-domain scenarios demonstrate our method’s superiority. For instance, on the challenging MOSI to SIMS shift, GD-Adapt reduces Mean Absolute Error (MAE) from 0.6872 to 0.5673 and boosts binary accuracy by 5.81 percentage points (reaching 57.33%). Notably, in scenarios such as SIMS to MOSI, we achieve an 11.18-point gain over the non-adapted baseline.