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 convergence faster by guiding the sampling process. In this paper, we introduce a path guiding solution for translucent materials. We learn an adaptive approximate representation of the radiance distribution in the volume and use it to sample the scattering direction, combining it with 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 medium, with high or low scattering, with high or low absorption, and from isotropic to highly anisotropic.