Continual learning aims to learn a sequence of tasks from dynamic data distributions. Without accessing to the old training samples, knowledge transfer from the old tasks to each new task is difficult to determine, which might be either positive or negative. If the old knowledge interferes with the learning of a new task, i.e., the forward knowledge transfer is negative, then precisely remembering the old tasks will further aggravate the interference, thus decreasing the performance of continual learning. By contrast, biological neural networks can actively forget the old knowledge that conflicts with the learning of a new experience, through regulating the learning-triggered synaptic expansion and synaptic convergence. Inspired by the biological active forgetting, we propose to actively forget the old knowledge that limits the learning of new tasks to benefit continual learning. Under the framework of Bayesian continual learning, we develop a novel approach named Active Forgetting with synaptic Expansion-Convergence (AFEC). Our method dynamically expands parameters to learn each new task and then selectively combines them, which is formally consistent with the underlying mechanism of biological active forgetting. We extensively evaluate AFEC on a variety of continual learning benchmarks, including CIFAR-10 regression tasks, visual classification tasks and Atari reinforcement tasks, where AFEC effectively improves the learning of new tasks and achieves the state-of-the-art performance in a plug-and-play way.