The continue statement is a control flow statement used in programming languages like Python, Java, and C++. It allows a loop to skip the current iteration and move directly to the next one. This is useful when certain conditions are met, and you want to avoid executing the remaining code in that iteration. For example, in a loop that processes a list of numbers, you might use a continue statement to skip any negative numbers. This helps streamline the code and focus on the relevant data without unnecessary checks or operations for unwanted values.