We introduce an enhanced sampling simulation technique based on continuous tempering, i.e., on continuously varying the temperature of the system under investigation. Our approach is mathematically straightforward, being based on an extended Hamiltonian formulation in which an auxiliary degree of freedom, determining the effective temperature, is coupled to the physical system. The physical system and its temperature evolve continuously in time according to the equations of motion derived from the extended Hamiltonian. Due to the Hamiltonian structure, it is easy to show that a particular subset of the configurations of the extended system is distributed according to the canonical ensemble for the physical system at the correct physical temperature.