diff --git a/.github/workflows/mkdocs.yaml b/.github/workflows/mkdocs.yaml
new file mode 100644
index 00000000..6f56b6e9
--- /dev/null
+++ b/.github/workflows/mkdocs.yaml
@@ -0,0 +1,17 @@
+name: mkdocs
+on:
+  push:
+    branches:
+      - master
+  pull_request:
+  workflow_dispatch:
+jobs:
+  deploy:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v2
+      - uses: actions/setup-python@v2
+        with:
+          python-version: 3.x
+      - run: pip install mkdocs-material mkdocstrings[python] mkdocs-jupyter
+      - run: mkdocs gh-deploy --force
diff --git a/docs/examples b/docs/examples
new file mode 100644
index 00000000..a6573af9
--- /dev/null
+++ b/docs/examples
@@ -0,0 +1 @@
+../examples
\ No newline at end of file
diff --git a/docs/index.md b/docs/index.md
new file mode 100644
index 00000000..32d46ee8
--- /dev/null
+++ b/docs/index.md
@@ -0,0 +1 @@
+../README.md
\ No newline at end of file
diff --git a/docs/references.md b/docs/references.md
new file mode 100644
index 00000000..6c129355
--- /dev/null
+++ b/docs/references.md
@@ -0,0 +1,3 @@
+# API references
+
+::: xgboostlss
\ No newline at end of file