In this work we introduce a convolution operation over the tangent bundle of Riemannian manifolds exploiting the Connection Laplacian operator. We use the convolution to define tangent bundle filters and tangent bundle neural networks (TNNs), novel continuous architectures operating on tangent bundle signals, i.e. vector fields over manifolds. We discretize TNNs both in space and time domains, showing that their discrete counterpart is a principled variant of the recently introduced Sheaf Neural Networks. We formally prove that this discrete architecture converges to the underlying continuous TNN. We numerically evaluate the effectiveness of the proposed architecture on a denoising task of a tangent vector field over the unit 2-sphere.