How do I continue downloading a game in Steam while playing?

Solution 1:

Global option

You can now allow downloads during any gameplay from the downloads settings:

Per game option

You can now tell Steam to continue downloading updates/games while playing games from your games' properties. Note that this setting is not available for non-steam games, which will always use the global setting.

Solution 2:

The way I do it is:

1. Pause all of the downloads manually.
2. Launch the game I want to play.
3. Alt-Tab back to Steam window, resume all downloads manually.
4. Alt-Tab back to the game and enjoy.

It seems that it only stops the download for you on launching a game. I have not found an "official" way to do it, but this way works until they give us one.

Solution 3:

Steam used to block all downloads as soon as you launched a game. However, there is no need for a workaround anymore, thanks to the new content system: when you download a game, it is possible to launch and play a single player game under Steam and continue downloading others games in the meanwhile.

Fixed downloading new update while game is still running

Reference: Steam client updates.

In addition, the new content system will allow us to build several new features that we’ve often heard requested. Upcoming client releases will include things like download scheduling, bandwidth throttling, and prioritizing which games get downloaded first. You’ll also be able to download an update to a game while you’re playing that game; Steam will apply the update after you exit the game.

Reference: Steam news.

Some people are talking about downloads being suspended, but I have never experienced this problem. I suggest choosing another server and trying again if this happens to you.

Apparently, a new feature is coming.