Detecting out-of-domain (OOD) input intents is critical in the task-oriented dialog system. Different from most existing methods that rely heavily on manually labeled OOD samples, we focus on the unsupervised OOD detection scenario where there are no labeled OOD samples except for labeled in-domain data. In this paper, we propose a simple but strong generative distance based classifier to detect OOD samples. We estimate the class-conditional distribution on feature spaces of DNNs via Gaussian discriminant analysis (GDA) to avoid over-confidence problems. And we use two distance functions, Euclidean and Mahalanobis distances, to measure the confidence score of whether a test sample belongs to OOD. Experiments on four benchmark datasets show that our method can consistently outperform the baselines.