In the realm of LiDAR-based perception, significant strides have been made, yet domain generalization remains a substantial challenge. The performance often deteriorates when models are applied to unfamiliar datasets with different LiDAR sensors or deployed in new environments, primarily due to variations in point cloud density distributions. To tackle this challenge, we propose a Density Discriminative Feature Embedding (DDFE) module, capitalizing on the observation that a single source LiDAR point cloud encompasses a spectrum of densities. The DDFE module is meticulously designed to extract density-specific features within a single source domain, facilitating the recognition of objects sharing similar density characteristics across different LiDAR sensors. In addition, we introduce a simple yet effective density augmentation technique aimed at expanding the spectrum of density in source data, thereby enhancing the capabilities of the DDFE. Our DDFE stands out as a versatile and lightweight domain generalization module. It can be seamlessly integrated into various 3D backbone networks, where it has demonstrated superior performance over current state-of-the-art domain generalization methods. Code is available at https://github.com/dgist-cvlab/MultiDensityDG .