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Building autonomous agents that can process massive amounts of real-time sensor-captured data is essential for many real-world applications including autonomous vehicles, robotics and AI in medicine. As the agent often needs to explore in a dynamic environment, it is thus a desirable as well as challenging goal to enable the agent to learn over time without performance degradation. Continual learning aims to build a continual learner which can learn new concepts over the data stream while preserving previously learnt concepts. In the talk, I will survey three pieces of my recent research on continual learning (i) supervised continual learning, (ii) unsupervised continual learning, and (iii) multi-modal continual learning. In the first work, I will discuss a supervised continual learning algorithm called MEGA which dynamically balances the old tasks and the new task. In the second work, I will discuss unsupervised continual learning algorithms which learn representation continually without access to the labels. In the third work, I will elaborate an efficient continual learning algorithm that can learn multiple modalities continually without forgetting.