Large stellar surveys are sensitive to interstellar dust through the effects of reddening. Using extinctions measured from photometry and spectroscopy, together with three-dimensional (3D) positions of individual stars, it is possible to construct a three-dimensional dust map. We present the first continuous map of the dust distribution in the Galactic disk out to 7 kpc within 100 pc of the Galactic midplane, using red clump and giant stars from SDSS APOGEE DR14. We use a non-parametric method based on Gaussian Processes to map the dust density, which is the local property of the ISM rather than an integrated quantity. This method models the dust correlation between points in 3D space and can capture arbitrary variations, unconstrained by a pre-specified functional form. This produces a continuous map without line-of-sight artefacts. Our resulting map traces some features of the local Galactic spiral arms, even though the model contains no prior suggestion of spiral arms, nor any underlying model for the Galactic structure. This is the first time that such evident arm structures have been captured by a dust density map in the Milky Way. Our resulting map also traces some of the known giant molecular clouds in the Galaxy and puts some constraints on their distances, some of which were hitherto relatively uncertain.