Despite the fact that many 3D human activity benchmarks being proposed, most existing action datasets focus on the action recognition tasks for the segmented videos. There is a lack of standard large-scale benchmarks, especially for current popular data-hungry deep learning based methods. In this paper, we introduce a new large scale benchmark (PKU-MMD) for continuous skeleton-based human action understanding and cover a wide range of complex human activities with well annotated information. PKU-MMD contains 1076 long video sequences in 51 action categories, performed by 66 subjects in three camera views. It contains almost 20,000 action instances and 5.4 million frames in total. Our dataset also provides multi-modality data sources, including RGB, depth, Infrared Radiation and Skeleton. To the best of our knowledge, it is the largest skeleton-based detection database so far. We conduct extensive experiments and evaluate different methods on this dataset. We believe this large-scale dataset will benefit future researches on action detection for the community.