The persistent homology of a stationary point process on ${\bf R}^N$ is studied in this paper. As a generalization of continuum percolation theory, we study higher dimensional topological features of the point process such as loops, cavities, etc. in a multiscale way. The key ingredient is the persistence diagram, which is an expression of the persistent homology. We prove the strong law of large numbers for persistence diagrams as the window size tends to infinity and give a sufficient condition for the limiting persistence diagram to have the full support. We also discuss a central limit theorem for persistent Betti numbers.