Due to the increasingly volatility, uncertainty, complexity, ambiguity environment, the development and implementation of discontinuous innovation is more and more critical to firms’ survival and development. However, the previous studies on the discontinuous innovation have mainly focused on the theoretical research, little is known how to systematically cultivate and implement discontinuous innovation. Based on upper echelons theory and social cognitive theory, we have probed that CEO advice seeking may be an important driver to discontinuous innovation, and the mediating role of relational learning, and the moderating role of corporate entrepreneurial orientation. Using the data collected from 289 CEOs, we have found that both external and internal advice seeking are important determinants of a firm’s discontinuous innovation; and relational learning has played a partial mediating role in these relationships. In addition, we observe that corporate entrepreneurial orientation positively moderates the mediating role of relationship learning in the relationship between CEO internal advice seeking and discontinuous innovation. Surprisingly, the interaction of CEO external advice seeking and corporate entrepreneurial orientation, subsequent discontinuous innovation is indistinctive. The findings of this study have important theoretical and practical implications for cultivating discontinuous innovation, CEO advice seeking utilization, optimizing relational learning capability, and promoting corporate entrepreneurial orientation.