Aerodynamic optimization based on continuous adjoint method for a flexible wing is developed using FORTRAN 90 in the present work. Aerostructural analysis is performed on the basis of high-fidelity models with Euler equations on the aerodynamic side and a linear quadrilateral shell element model on the structure side. This shell element can deal with both thin and thick shell problems with intersections, so this shell element is suitable for the wing structural model which consists of two spars, 20 ribs, and skin. The continuous adjoint formulations based on Euler equations and unstructured mesh are derived and used in the work. Sequential quadratic programming method is adopted to search for the optimal solution using the gradients from continuous adjoint method. The flow charts of rigid and flexible optimization are presented and compared. The objective is to minimize drag coefficient meanwhile maintaining lift coefficient for a rigid and flexible wing. A comparison between the results from aerostructural analysis of rigid optimization and flexible optimization is shown here to demonstrate that it is necessary to include the effect of aeroelasticity in the optimization design of a wing.