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Source-free Domain Adaptation (SFDA) aims to adapt a pre-trained source model to the unlabeled target domain without accessing the well-labeled source data, which is a much more practical setting due to the data privacy, security, and transmission issues. To make up for the absence of source data, most existing methods introduced feature prototype based pseudo-labeling strategies to realize self-training model adaptation. However, feature prototypes are obtained by instance-level predictions based feature clustering, which is category-biased and tends to result in noisy labels since the visual domain gaps between source and target are usually different between categories. In addition, we found that a monocentric feature prototype may be ineffective to represent each category and introduce negative transfer, especially for those hard-transfer data. To address these issues, we propose a general class-Balanced Multicentric Dynamic prototype (BMD) strategy for the SFDA task. Specifically, for each target category, we first introduce a global inter-class balanced sampling strategy to aggregate potential representative target samples. Then, we design an intra-class multicentric clustering strategy to achieve more robust and representative prototypes generation. In contrast to existing strategies that update the pseudo label at a fixed training period, we further introduce a dynamic pseudo labeling strategy to incorporate network update information during model adaptation. Extensive experiments show that the proposed model-agnostic BMD strategy significantly improves representative SFDA methods to yield new state-of-the-art results. The code is available at https://github.com/ispc-lab/BMD.