This paper introduces and elaborates the concept of continuous strategy with an aim to better address the fluxing reality and challenges of contemporary strategizing within the field of software development. Theoretically the paper draws on the strategy process and practice -literature and on the literature on agile and lean software development when conceptualizing continuous strategy. It is further elaborated by empirically studying the emerging challenges in a software company’s strategy process when it is pursuing continuous practices in software development. The tentative analysis revealed that the practices that stem from the more traditional, structured strategy process are not compatible with the more “continuous planning”-oriented practices within the organisation. Thus, there seems to be pressure for developing more continuous strategy process and practices. The examined case further revealed that in other organizational processes, especially in team level, the practices relating to continuity are more successfully applied, but in the strategic level continuity is not yet achieved. The reasons for this are brought out in this paper.