An open problem in artificial intelligence is how systems can flexibly learn discrete abstractions that are useful for solving inherently continuous problems. Previous work in computational neuroscience has considered this functional integration of discrete and continuous variables during decision-making under the formalism of active inference (Parr, Friston & de Vries, 2017; Parr & Friston, 2018). However, their focus is on the expressive physical implementation of categorical decisions and the hierarchical mixed generative model is assumed to be known. As a consequence, it is unclear how this framework might be extended to learning. We therefore present a novel hierarchical hybrid active inference agent in which a high-level discrete active inference planner sits above a low-level continuous active inference controller. We make use of recent work in recurrent switching linear dynamical systems (rSLDS) which implement end-to-end learning of meaningful discrete representations via the piecewise linear decomposition of complex continuous dynamics (Linderman et al., 2016). The representations learned by the rSLDS inform the structure of the hybrid decision-making agent and allow us to (1) specify temporally-abstracted sub-goals in a method reminiscent of the options framework, (2) lift the exploration into discrete space allowing us to exploit information-theoretic exploration bonuses and (3) `cache' the approximate solutions to low-level problems in the discrete planner. We apply our model to the sparse Continuous Mountain Car task, demonstrating fast system identification via enhanced exploration and successful planning through the delineation of abstract sub-goals.