The pattern of Electroencephalogram (EEG) signal differs significantly across different subjects, and poses challenge for EEG classifiers in terms of 1) effectively adapting a learned classifier onto a new subject, 2) retaining knowledge of known subjects after the adaptation. We propose an efficient transfer learning method, named Meta UPdate Strategy (MUPS-EEG), for continuous EEG classification across different subjects. The model learns effective representations with meta update which accelerates adaptation on new subject and mitigate forgetting of knowledge on previous subjects at the same time. The proposed mechanism originates from meta learning and works to 1) find feature representation that is broadly suitable for different subjects, 2) maximizes sensitivity of loss function for fast adaptation on new subject. The method can be applied to all deep learning oriented models. Extensive experiments on two public datasets demonstrate the effectiveness of the proposed model, outperforming current state of the arts by a large margin in terms of both adapting on new subject and retain knowledge of learned subjects.