Neural machine translation (NMT) models are data-driven and require large-scale training corpus. In practical applications, NMT models are usually trained on a general domain corpus and then fine-tuned by continuing training on the in-domain corpus. However, this bears the risk of catastrophic forgetting that the performance on the general domain is decreased drastically. In this work, we propose a new continual learning framework for NMT models. We consider a scenario where the training is comprised of multiple stages and propose a dynamic knowledge distillation technique to alleviate the problem of catastrophic forgetting systematically. We also find that the bias exists in the output linear projection when fine-tuning on the in-domain corpus, and propose a bias-correction module to eliminate the bias. We conduct experiments on three representative settings of NMT application. Experimental results show that the proposed method achieves superior performance compared to baseline models in all settings.