Sentiment classification is a fundamental task in NLP. However, as revealed by many researches, sentiment classification models are highly domain-dependent. It is worth investigating to leverage data from different domains to improve the classification performance in each domain. In this work, we propose a novel completely-shared multi-domain neural sentiment classification model to learn domain-aware word embeddings and make use of domain-aware attention mechanism. Our model first utilizes BiLSTM for domain classification and extracts domain-specific features for words, which are then combined with general word embeddings to form domain-aware word embeddings. Domain-aware word embeddings are fed into another BiLSTM to extract sentence features. The domain-aware attention mechanism is used for selecting significant features, by using the domain-aware sentence representation as the query vector. Evaluation results on public datasets with 16 different domains demonstrate the efficacy of our proposed model. Further experiments show the generalization ability and the transferability of our model.