Continuity is about connection and cohesion over time. A defining question in the study of family business is how the family and the business can endure and survive across generations. Learning about continuity is fundamental in addressing that question. This study explores how family business members learn about continuity. It draws on concepts of communities of practice and legitimate peripheral participation derived from Lave and Wenger’s (1991) situated learning perspective. These are used as theoretical lenses to explore the relationship between family members and learning through an interpretive and inductive study of 18 respondents from family businesses in Canada. This study shows learning in the family business context is about continuity, but the process of learning in which the family engages is uneven, non-linear, and unpredictable. To deal with these complexities and learn about continuity, family members participate in multiple ways, often gradually over time. In this study gradual participation to build legitimacy is revealed as a multi-generational learning phenomenon. It involves multiple forms of co-participation influenced by family members from the past, present and future.