Large Language Models (LLMs) demonstrate impressive performance in various downstream tasks. However, they may still generate incorrect responses in certain scenarios due to the knowledge deficiencies and the flawed pre-training data. Continual Learning (CL) is a commonly used method to address this issue. Traditional CL is task-oriented, using novel or factually accurate data to retrain LLMs from scratch. However, this method requires more task-related training data and incurs expensive training costs. To address this challenge, we propose the Continue Evolving from Mistakes (CEM) method, inspired by the 'summarize mistakes' learning skill, to achieve iterative refinement of LLMs. Specifically, the incorrect responses of LLMs indicate knowledge deficiencies related to the questions. Therefore, we collect corpora with these knowledge from multiple data sources and follow it up with iterative supplementary training for continuous, targeted knowledge updating and supplementation. Meanwhile, we developed two strategies to construct supplementary training sets to enhance the LLM's understanding of the corpus and prevent catastrophic forgetting. We conducted extensive experiments to validate the effectiveness of this CL method. In the best case, our method resulted in a 17.00\% improvement in the accuracy of the LLM.