The focus of this paper is the development of a capstone management course and the application of educational action research through continual learning. In this article, we use the continual learning frame of plan, do, study, and act to underpin an educational action research design on the development of a capstone management course. As part of an Active Learning Trial, the development of the capstone experience has been captured in the embodiment of that experience. Our aim is to guide other academics in developing their own capstone course, particularly, within management with extension into other disciplines. Through continual improvement, we stress the importance of integrating the primary voice of the students, to emphasize the active learning and to optimize a meaningful experience in connecting theory to practice – the key to the capstone experience. Examples of how to gain feedback and integrate classroom improvements are given. To do this we present two cycles where we applied and practiced continual learning and educational action research to understand and evoke improvements within the course. These changes are evidenced through aggregated student feedback.