In Knowledge Distillation, the teacher is generally much larger than the student, making the solution of the teacher likely to be difficult for the student to learn. To ease the mimicking difficulty, we introduce a triplet knowledge distillation mechanism named TriKD. Besides teacher and student, TriKD employs a third role called anchor model. Before distillation begins, the pre-trained anchor model delimits a subspace within the full solution space of the target problem. Solutions within the subspace are expected to be easy targets that the student could mimic well. Distillation then begins in an online manner, and the teacher is only allowed to express solutions within the aforementioned subspace. Surprisingly, benefiting from accurate but easy-to-mimic hints, the student can finally perform well. After the student is well trained, it can be used as the new anchor for new students, forming a curriculum learning strategy. Our experiments on image classification and face recognition with various models clearly demonstrate the effectiveness of our method. Furthermore, the proposed TriKD is also effective in dealing with the overfitting issue. Moreover, our theoretical analysis supports the rationality of our triplet distillation.