In the study of infectious diseases on networks, researchers calculate epidemic thresholds to help forecast whether a disease will eventually infect a large fraction of a population. Because network structure typically changes in time, which fundamentally influences the dynamics of spreading processes on them and in turn affects epidemic thresholds for disease propagation, it is important to examine epidemic thresholds in temporal networks. Most existing studies of epidemic thresholds in temporal networks have focused on models in discrete time, but most real-world networked systems evolve continuously in time. In our work, we encode the continuous time-dependence of networks into the evaluation of the epidemic threshold of a susceptible--infected--susceptible (SIS) process by studying an SIS model on tie-decay networks. We derive the epidemic-threshold condition of this model, and we perform numerical experiments to verify it. We also examine how different factors---the decay coefficients of the tie strengths in a network, the frequency of interactions between nodes, and the sparsity of the underlying social network in which interactions occur---lead to decreases or increases of the critical values of the threshold and hence contribute to facilitating or impeding the spread of a disease. We thereby demonstrate how the features of tie-decay networks alter the outcome of disease spread.