In this work, we propose a new framework for recognizing RGB images captured by the conventional cameras by leveraging a set of labeled RGB-D data, in which the depth features can be additionally extracted from the depth images. We formulate this task as a new unsupervised domain adaptation (UDA) problem, in which we aim to take advantage of the additional depth features in the source domain and also cope with the data distribution mismatch between the source and target domains. To effectively utilize the additional depth features, we seek two optimal projection matrices to map the samples from both domains into a common space by preserving as much as possible the correlations between the visual features and depth features. To effectively employ the training samples from the source domain for learning the target classifier, we reduce the data distribution mismatch by minimizing the Maximum Mean Discrepancy (MMD) criterion, which compares the data distributions for each type of feature in the common space. Based on the above two motivations, we propose a new SVM based objective function to simultaneously learn the two projection matrices and the optimal target classifier in order to well separate the source samples from different classes when using each type of feature in the common space. An efficient alternating optimization algorithm is developed to solve our new objective function. Comprehensive experiments for object recognition and gender recognition demonstrate the effectiveness of our proposed approach for recognizing RGB images by learning from RGB-D data.