Advanced persistent threats (APTs) have novel features such as multi-stage penetration, highly-tailored intention, and evasive tactics. APTs defense requires fusing multi-dimensional Cyber threat intelligence data to identify attack intentions and conducts efficient knowledge discovery strategies by data-driven machine learning to recognize entity relationships. However, data-driven machine learning lacks generalization ability on fresh or unknown samples, reducing the accuracy and practicality of the defense model. Besides, the private deployment of these APT defense models on heterogeneous environments and various network devices requires significant investment in context awareness (such as known attack entities, continuous network states, and current security strategies). In this paper, we propose a few-shot multi-domain knowledge rearming (FMKR) scheme for context-aware defense against APTs. By completing multiple small tasks that are generated from different network domains with meta-learning, the FMKR firstly trains a model with good discrimination and generalization ability for fresh and unknown APT attacks. In each FMKR task, both threat intelligence and local entities are fused into the support/query sets in meta-learning to identify possible attack stages. Secondly, to rearm current security strategies, an finetuning-based deployment mechanism is proposed to transfer learned knowledge into the student model, while minimizing the defense cost. Compared to multiple model replacement strategies, the FMKR provides a faster response to attack behaviors while consuming less scheduling cost. Based on the feedback from multiple real users of the Industrial Internet of Things (IIoT) over 2 months, we demonstrate that the proposed scheme can improve the defense satisfaction rate.