This book introduces the new paradigm of lifelong and continual learning dialogue systems to endow dialogue systems with the ability to learn continually by themselves through their own self-initiated interactions with their users and the working environments. The authors present the latest developments and techniques for building such continual learning dialogue systems. The book explains how these developments allow systems to continuously learn new language expressions, lexical and factual knowledge, and conversational skills through interactions and dialogues. Additionally, the book covers techniques to acquire new training examples for learning new tasks during the conversation. The book also reviews existing work on lifelong learning and discusses areas for future research.