Let µ be a probability measure on a separable Banach space X. A subset U ⊂ X is µ-continuous if µ(∂U ) = 0. In the paper the µ-continuity and uniform µ-continuity of convex bodies in X, especially of balls and half-spaces, is considered. The µ-continuity is interesting for study of the Glivenko-Cantelli theorem in Banach spaces. Answer to a question of F. Topsøe is given.1991 Mathematics Subject Classification. Primary 46B20, Secondary 46G12.