One of the most significant indicators of heart and cardiovascular health is blood pressure (BP). Blood pressure (BP) has gained great attention in the last decade. Uncontrolled high blood pressure increases the risk of serious health problems, including heart attack and stroke. Recently, machine/deep learning has been leveraged for learning a BP from photoplethysmography (PPG) signals. Hence, continuous BP monitoring can be introduced, based on simple wearable contact sensors or even remotely sensed from a proper camera away from the clinical setup. However, the available training dataset imposes many limitations besides the other difficulties related to the PPG time series as high-dimensional data. This work presents beat-by-beat continuous PPG-based BP monitoring while accounting for the aforementioned limitations. For a better exploration of beats’ features, we propose to use wavelet scattering transform as a better descriptive domain to cope with the limitation of the training dataset and to help the deep learning network accurately learn the relationship between the morphological shapes of PPG beats and the BP. A long short-term memory (LSTM) network is utilized to demonstrate the superiority of the wavelet scattering transform over other domains. The learning scenarios are carried out on a beat basis where the input corresponding PPG beat is used for predicting BP in two scenarios; (1) Beat-by-beat arterial blood pressure (ABP) estimation, and (2) Beat-by-beat estimation of the systolic and diastolic blood pressure values. Different transformations are used to extract the features of the PPG beats in different domains including time, discrete cosine transform (DCT), discrete wavelet transform (DWT), and wavelet scattering transform (WST) domains. The simulation results show that using the WST domain outperforms the other domains in the sense of root mean square error (RMSE) and mean absolute error (MAE) for both of the suggested two scenarios.