diff --git a/doc/data/messages/c/continue-in-finally/bad.py b/doc/data/messages/c/continue-in-finally/bad.py
new file mode 100644
index 0000000000..190463f5a0
--- /dev/null
+++ b/doc/data/messages/c/continue-in-finally/bad.py
@@ -0,0 +1,5 @@
+while True:
+    try:
+        pass
+    finally:
+        continue  # [continue-in-finally]
diff --git a/doc/data/messages/c/continue-in-finally/details.rst b/doc/data/messages/c/continue-in-finally/details.rst
index ab82045295..2d9044ee1a 100644
--- a/doc/data/messages/c/continue-in-finally/details.rst
+++ b/doc/data/messages/c/continue-in-finally/details.rst
@@ -1 +1 @@
-You can help us make the doc better `by contributing <https://github.com/PyCQA/pylint/issues/5953>`_ !
+Note this message can't be emitted when using Python version 3.8 or greater.
diff --git a/doc/data/messages/c/continue-in-finally/good.py b/doc/data/messages/c/continue-in-finally/good.py
index c40beb573f..6b14ef4462 100644
--- a/doc/data/messages/c/continue-in-finally/good.py
+++ b/doc/data/messages/c/continue-in-finally/good.py
@@ -1 +1,7 @@
-# This is a placeholder for correct code for this message.
+while True:
+    try:
+        pass
+    except ValueError:
+        pass
+    else:
+        continue
diff --git a/doc/data/messages/c/continue-in-finally/pylintrc b/doc/data/messages/c/continue-in-finally/pylintrc
new file mode 100644
index 0000000000..b7a429f3d4
--- /dev/null
+++ b/doc/data/messages/c/continue-in-finally/pylintrc
@@ -0,0 +1,2 @@
+[MAIN]
+py-version=3.7
diff --git a/doc/data/messages/o/overridden-final-method/pylintrc b/doc/data/messages/o/overridden-final-method/pylintrc
index 85fc502b37..a711c25d12 100644
--- a/doc/data/messages/o/overridden-final-method/pylintrc
+++ b/doc/data/messages/o/overridden-final-method/pylintrc
@@ -1,2 +1,2 @@
-[testoptions]
-min_pyver=3.8
+[MAIN]
+py-version=3.8
diff --git a/doc/data/messages/s/subclassed-final-class/pylintrc b/doc/data/messages/s/subclassed-final-class/pylintrc
index 85fc502b37..a711c25d12 100644
--- a/doc/data/messages/s/subclassed-final-class/pylintrc
+++ b/doc/data/messages/s/subclassed-final-class/pylintrc
@@ -1,2 +1,2 @@
-[testoptions]
-min_pyver=3.8
+[MAIN]
+py-version=3.8
diff --git a/pylint/checkers/base/basic_error_checker.py b/pylint/checkers/base/basic_error_checker.py
index 97176fec2b..8ad9e79d0d 100644
--- a/pylint/checkers/base/basic_error_checker.py
+++ b/pylint/checkers/base/basic_error_checker.py
@@ -189,7 +189,6 @@ class BasicErrorChecker(_BasicChecker):
             "continue-in-finally",
             "Emitted when the `continue` keyword is found "
             "inside a finally clause, which is a SyntaxError.",
-            {"maxversion": (3, 8)},
         ),
         "E0117": (
             "nonlocal name %s found without binding",
@@ -206,6 +205,10 @@ class BasicErrorChecker(_BasicChecker):
         ),
     }
 
+    def open(self) -> None:
+        py_version = self.linter.config.py_version
+        self._py38_plus = py_version >= (3, 8)
+
     @utils.only_required_for_messages("function-redefined")
     def visit_classdef(self, node: nodes.ClassDef) -> None:
         self._check_redefinition("class", node)
@@ -492,6 +495,7 @@ def _check_in_loop(
                 isinstance(parent, nodes.TryFinally)
                 and node in parent.finalbody
                 and isinstance(node, nodes.Continue)
+                and not self._py38_plus
             ):
                 self.add_message("continue-in-finally", node=node)
 
diff --git a/tests/functional/c/continue_in_finally.rc b/tests/functional/c/continue_in_finally.rc
index 67a28a36aa..77eb3be645 100644
--- a/tests/functional/c/continue_in_finally.rc
+++ b/tests/functional/c/continue_in_finally.rc
@@ -1,2 +1,2 @@
-[testoptions]
-max_pyver=3.8
+[main]
+py-version=3.7
diff --git a/tests/functional/c/continue_in_finally.txt b/tests/functional/c/continue_in_finally.txt
index 3a5e542e1a..a427b33691 100644
--- a/tests/functional/c/continue_in_finally.txt
+++ b/tests/functional/c/continue_in_finally.txt
@@ -1 +1 @@
-continue-in-finally:9:::'continue' not supported inside 'finally' clause
+continue-in-finally:9:8:9:16::'continue' not supported inside 'finally' clause:UNDEFINED