Rendering translucent materials is costly: light transport algorithms need to simulate a large number of scattering events inside the material before reaching convergence. The cost is especially high for materials with a large albedo or a small mean-free-path, where higher-order scattering effects dominate. In simple terms, the paths get lost in the medium. Path guiding has been proposed for surface rendering to make the convergence faster by guiding the sampling process. In this paper, we introduce a path guiding solution to translucent materials. We learn an adaptive approximate representation of the radiance distribution in the volume and use this representation to sample the scattering direction, combining with the phase function sampling by resampled importance sampling. The proposed method significantly improves the performance of light transport simulation in participating media, especially for small lights and media with refractive boundaries. Our method can handle any homogeneous participating media, from highly scattering to low scattering, from highly absorption to low absorption, from isotropic media to highly anisotropic media.