Soft filter pruning~(SFP) has emerged as an effective pruning technique for allowing pruned filters to update and the opportunity for them to regrow to the network. However, this pruning strategy applies training and pruning in an alternative manner, which inevitably causes inconsistent representations between the reconstructed network~(R-NN) at the training and the pruned network~(P-NN) at the inference, resulting in performance degradation. In this paper, we propose to mitigate this gap by learning consistent representation for soft filter pruning, dubbed as CR-SFP. Specifically, for each training step, CR-SFP optimizes the R-NN and P-NN simultaneously with different distorted versions of the same training data, while forcing them to be consistent by minimizing their posterior distribution via the bidirectional KL-divergence loss. Meanwhile, the R-NN and P-NN share backbone parameters thus only additional classifier parameters are introduced. After training, we can export the P-NN for inference. CR-SFP is a simple yet effective training framework to improve the accuracy of P-NN without introducing any additional inference cost. It can also be combined with a variety of pruning criteria and loss functions. Extensive experiments demonstrate our CR-SFP achieves consistent improvements across various CNN architectures. Notably, on ImageNet, our CR-SFP reduces more than 41.8\% FLOPs on ResNet18 with 69.2\% top-1 accuracy, improving SFP by 2.1\% under the same training settings. The code will be publicly available on GitHub.