During the last few years, Continuous Integration (CI) has become a common practice in open source and industrial environments in order to reduce the scope for errors and increase the speed to market through automated build and test processes. However, despite this wide adoption throughout the years, little is known about the challenges developers discuss. Analyzing the discussions of developers is required to understand what researchers, educators and practitioners should focus on, and how discussion communities can be helpful to shed the light on CI challenges. In this study, we examine Stack Overflow (SO), the most popular crowd-sourced forum, to understand the challenges developers face under CI context. We collect a corpus of 27,728 CI related developers posts from SO and analyze those posts through a mixed-method with quantitative and qualitative analyzes. To study the trends of CI discussions, we investigated the metadata of CI questions, users and tags. Then, we extract the CI main topics using Latent Dirichlet Allocation (LDA) tuned with Genetic Algorithm (GA). Finally, we investigate the most popular and difficult topics faced by developers and perform a qualitative analysis based on a statistical sample of unanswered questions to get further insights into CI challenges. The LDA clustering reveals that developers face challenges with six main topics namely Build, Testing, Version Control, Configuration, Deployment and CI Culture. Particularly, we found that the build topic is the most popular among the studied topics and that version control and testing topics are the most difficult for SO community. Our study uncovers insights about CI challenges and adds evidence to existing knowledge about CI issues related especially to software build. Based on the results of our study, we conclude several implications for researchers, e.g., need for more effort to investigate the reasons behind the reported issues, educators, e.g., teach CI principals and philosophy, and practitioners, e.g., take the difficult topics into consideration when distributing the tasks.