Lü Meng was a meritorious general of the State of Wu during the Three Kingdoms period. He came from a poor family and had not the chance to go to school when he was young. When he became a general, the duke of Wu encouraged him to read some books. Lü Meng took his advice, and stared to study hard. Even when he was marching or fighting, he would find time to study. There was always a book in his hand. Finally, Lü Meng becams a learned general.

This idiom is used to describe being diligent in study.

Examples:

He's really pedant and " has never been seen without a book in his hand".

He " has never been seen without a book in his hand", but he has never got good grades.