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Recently, deep self-training approaches emerged as a powerful solution to the unsupervised domain adaptation. The self-training scheme involves iterative processing of target data; it generates target pseudo labels and retrains the network. However, since only the confident predictions are taken as pseudo labels, existing self-training approaches inevitably produce sparse pseudo labels in practice. We see this is critical because the resulting insufficient training-signals lead to a suboptimal, error-prone model. In order to tackle this problem, we propose a novel Two-phase Pseudo Label Densification framework, referred to as TPLD. In the first phase, we use sliding window voting to propagate the confident predictions, utilizing intrinsic spatial-correlations in the images. In the second phase, we perform a confidence-based easy-hard classification. For the easy samples, we now employ their full pseudo labels. For the hard ones, we instead adopt adversarial learning to enforce hard-to-easy feature alignment. To ease the training process and avoid noisy predictions, we introduce the bootstrapping mechanism to the original self-training loss. We show the proposed TPLD can be easily integrated into existing self-training based approaches and improves the performance significantly. Combined with the recently proposed CRST self-training framework, we achieve new state-of-the-art results on two standard UDA benchmarks.