Large Language Models (LLMs) have demonstrated remarkable capabilities, yet their further evolution is often hampered by the scarcity of high-quality training data and the heavy reliance of traditional methods on expert-labeled data. This reliance sets a ceiling on LLM performance and is particularly challenging in low data resource scenarios where extensive supervision is unavailable. To address this issue, we propose a novel paradigm named LANCE (**LAN**guage models as **C**ontinuous self-**E**volving data engineers) that enables LLMs to train themselves by autonomously generating, cleaning, reviewing, and annotating data with preference information. Our approach demonstrates that LLMs can serve as continuous self-evolving data engineers, significantly reducing the time and cost of post-training data construction. Through iterative fine-tuning on Qwen2 series models, we validate the effectiveness of LANCE across various tasks, showing that it can maintain high-quality data generation and continuously improve model performance. Across multiple benchmark dimensions, LANCE results in an average score enhancement of **3.64** for Qwen2-7B and **1.75** for Qwen2-7B-Instruct. This autonomous data construction paradigm not only lessens reliance on human experts or external models but also ensures data aligns with human preferences, offering a scalable path for LLM self-improvement, especially in contexts with limited supervisory data. Code is available at: https://github.com/Control-derek/LANCE.

Constrained by the cost and ethical concerns of involving real seekers in AI-driven mental health, researchers develop LLM-based conversational agents (CAs) with tailored configurations, such as profiles, symptoms, and scenarios, to simulate seekers. While these efforts advance AI in mental health, achieving more realistic seeker simulation remains hindered by two key challenges: dynamic evolution and multi-session memory. Seekers’ mental states often fluctuate during counseling, which typically spans multiple sessions. To address this, we propose **AnnaAgent**, an emotional and cognitive dynamic agent system equipped with tertiary memory. AnnaAgent incorporates an emotion modulator and a complaint elicitor trained on real counseling dialogues, enabling dynamic control of the simulator’s configurations. Additionally, its tertiary memory mechanism effectively integrates short-term and long-term memory across sessions. Evaluation results, both automated and manual, demonstrate that AnnaAgent achieves more realistic seeker simulation in psychological counseling compared to existing baselines. The ethically reviewed and screened code can be found on [https://github.com/sci-m-wang/AnnaAgent](https://github.com/sci-m-wang/AnnaAgent).