Conventional OCT retinal disease classification methods primarily rely on fully supervised learning, which requires a large number of labeled images. However, sometimes the number of labeled images in a private domain is small but there exists a large annotated open dataset in the public domain. In response to this scenario, a new transfer learning method based on sub-domain adaptation (TLSDA), which involves a first sub-domain adaptation and then fine-tuning, was proposed in this study. Firstly, a modified deep sub-domain adaptation network with pseudo-label (DSAN-PL) was proposed to align the feature spaces of a public domain (labeled) and a private domain (unlabeled). The DSAN-PL model was then fine-tuned using a small amount of labeled OCT data from the private domain. We tested our method on three open OCT datasets, using one as the public domain and the other two as the private domains. Remarkably, with only 10% labeled OCT images (~100 images per category), TLSDA achieved classification accuracies of 93.63% and 96.59% on the two private datasets, significantly outperforming conventional transfer learning approaches. With the Gradient-weighted Class Activation Map (Grad-CAM) technique, it was observed that the proposed method could more precisely localize the subtle lesion regions for OCT image classification. TLSDA could be a potential technique for applications where only a small number of images is labeled in a private domain and there exists a public database having a large number of labeled images with domain difference.