We motivate Energy-Based Models (EBMs) as a promising model class for continual learning problems. Instead of tackling continual learning via the use of external memory, growing models, or regularization, EBMs have a natural way to support a dynamically-growing number of tasks or classes that causes less interference with previously learned information. We find that EBMs outperform the baseline methods by a large margin on several continual learning benchmarks. We also show that EBMs are adaptable to a more general continual learning setting where the data distribution changes without the notion of explicitly delineated tasks. These observations point towards EBMs as a class of models naturally inclined towards the continual learning regime.