This paper presents a new learning strategy for the Sound Event Detection (SED) system to tackle the issues of i) knowledge migration from a pre-trained model to a new target model and ii) learning new sound events without forgetting the previously learned ones without re-training from scratch. In order to migrate the previously learned knowledge from the source model to the target one, a neural adapter is employed on the top of the source model. The source model and the target model are merged via this neural adapter layer. The neural adapter layer facilitates the target model to learn new sound events with minimal training data and maintaining the performance of the previously learned sound events similar to the source model. Our extensive analysis on the DCASE16 and US-SED dataset reveals the effectiveness of the proposed method in transferring knowledge between source and target models without introducing any performance degradation on the previously learned sound events while obtaining a competitive detection performance on the newly learned sound events.