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Generative Modelling has become a promising use case for near term quantum computers. In particular, due to the fundamentally probabilistic nature of quantum mechanics, quantum computers naturally model and learn probability distributions, perhaps more efficiently than can be achieved classically. The Born machine is an example of such a model, easily implemented on near term quantum computers. However, in its original form, the Born machine only naturally represents discrete distributions. Since probability distributions of a continuous nature are commonplace in the world, it is essential to have a model which can efficiently represent them. Some proposals have been made in the literature to supplement the discrete Born machine with extra features to more easily learn continuous distributions, however, all invariably increase the resources required to some extent. In this work, we present the continuous variable Born machine, built on the alternative architecture of continuous variable quantum computing, which is much more suitable for modelling such distributions in a resource-minimal way. We provide numerical results indicating the models ability to learn both quantum and classical continuous distributions, including in the presence of noise.