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In this paper, we propose a new continuously learning generative model, called the Lifelong Twin Generative Adversarial Networks (LT-GANs). LT-GANs learns a sequence of tasks from several databases and its architecture consists of three components: two identical generators, namely the Teacher and Assistant, and one Discriminator. In order to allow for the LT-GANs to learn new concepts without forgetting, we introduce a new lifelong training approach, namely Lifelong Adversarial Knowledge Distillation (LAKD), which encourages the Teacher and Assistant to alternately teach each other, while learning a new database. This training approach favours transferring knowledge from a more knowledgeable player to another player which knows less information about a previously given task.