Learning physical dynamics in a series of non-stationary environments is a challenging but essential task for model-based reinforcement learning (MBRL) with visual inputs. It requires the agent to consistently adapt to novel tasks without forgetting previous knowledge. In this paper, we present a new continual learning approach for visual dynamics modeling and explore its efficacy in visual control. The key assumption is that an ideal world model can provide a non-forgetting environment simulator, which enables the agent to optimize the policy in a multi-task learning manner based on the imagined trajectories from the world model. To this end, we first introduce the life-long world model, which learns task-specific latent dynamics using a mixture of Gaussians and incorporates generative experience replay to mitigate catastrophic forgetting. Then, we further address the value estimation challenge for previous tasks with the exploratory-conservative behavior learning approach. Our model remarkably outperforms the straightforward combinations of existing continual learning and visual RL algorithms on DeepMind Control Suite and Meta-World benchmarks with continual visual control tasks. Code available at https://github.com/WendongZh/continual_visual_control