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Due to the separate memory and computation units in traditional Von-Neumann architecture, massive data transfer dominates the overall computing system’s power and latency, known as the ‘Memory-Wall’ issue. Especially with ever-increasing deep learning-based AI model size and computing complexity, it becomes the bottleneck for state-of-the-art AI computing systems. To address this challenge, In-Memory Computing (IMC) based Neural Network accelerators have been widely investigated to support AI computing within memory. However, most of those works focus only on inference. The on-device training and continual learning have not been well explored yet. In this work, for the first time, we introduce on-device continual learning with STT-assisted-SOT (SAS) Magnetic Random Access Memory (MRAM) based IMC system. On the hardware side, we have fabricated a SAS-MRAM device prototype with 4 Magnetic Tunnel Junctions (MTJ, each at 100nm × 50nm) sharing a common heavy metal layer, achieving significantly improved memory writing and area efficiency compared to traditional SOT-MRAM. Next, we designed fully digital IMC circuits with our SAS-MRAM to support both neural network inference and on-device learning. To enable efficient on-device continual learning for new task data, we present an 8-bit integer (INT8) based continual learning algorithm that utilizes our SAS-MRAM IMC-supported bit-serial digital in-memory convolution operations to train a small parallel reprogramming Network (Rep-Net) while freezing the major backbone model. Extensive studies have been presented based on our fabricated SAS-MRAM device prototype, cross-layer device-circuit benchmarking and simulation, as well as the on-device continual learning system evaluation.