In non-Hermitian systems, the eigenstates in the bulk are localized at the boundaries of the systems. It is called the non-Hermitian skin effect, and it has been studied mostly in discrete systems. In the present work, we study the non-Hermitian skin effect in a continuous periodic model. In a one-dimensional system, we show that the localization length are equal for all the eigenstates. Moreover, the localization length and the eigenspectra in a large system are independent of the types of open boundary conditions. These properties are also found in a non-Hermitian photonic crystal. Such remarkable behaviors in a continuous periodic model can be explained in terms of the non-Bloch band theory. By constructing the generalized Brillouin zone for a complex Bloch wave number, we derive the localization length and the eigenspectra under an open boundary condition. Furthermore we show that the generalized Brillouin zone also gives various physical properties, such as bulk-edge correspondence.