Zero-Shot Sketch-Based Image Retrieval (ZS-SBIR) is a novel cross-modal retrieval task, where abstract sketches are used as queries to retrieve natural images under zero-shot scenario. Most existing methods regard ZS-SBIR as a traditional classification problem and employ a cross-entropy or triplet-based loss to achieve retrieval, which neglect the problems of the domain gap between sketches and natural images and the large intra-class diversity in sketches. Toward this end, we propose a novel Domain-Smoothing Network (DSN) for ZS-SBIR. Specifically, a cross-modal contrastive method is proposed to learn generalized representations to smooth the domain gap by mining relations with additional augmented samples. Furthermore, a category-specific memory bank with sketch features is explored to reduce intra-class diversity in the sketch domain. Extensive experiments demonstrate that our approach notably outperforms the state-of-the-art methods in both Sketchy and TU-Berlin datasets.