Zero-Shot Learning (ZSL) handles the problem that some testing classes never appear in training set. Existing ZSL methods are designed for learning from a fixed training set, which do not have the ability to capture and accumulate the knowledge of multiple training sets, causing them infeasible to many real-world applications. In this paper, we propose a new ZSL setting, named as Lifelong Zero-Shot Learning (LZSL), which aims to accumulate the knowledge during the learning from multiple datasets and recognize unseen classes of all trained datasets. Besides, a novel method is conducted to realize LZSL, which effectively alleviates the Catastrophic Forgetting in the continuous training process. Specifically, considering those datasets containing different semantic embeddings, we utilize Variational Auto-Encoder to obtain unified semantic representations. Then, we leverage selective retraining strategy to preserve the trained weights of previous tasks and avoid negative transfer when fine-tuning the entire model. Finally, knowledge distillation is employed to transfer knowledge from previous training stages to current stage. We also design the LZSL evaluation protocol and the challenging benchmarks. Extensive experiments on these benchmarks indicate that our method tackles LZSL problem effectively, while existing ZSL methods fail.