diff --git a/.github/workflows/docs.yml b/.github/workflows/docs.yml
new file mode 100644
index 0000000..0be5a9c
--- /dev/null
+++ b/.github/workflows/docs.yml
@@ -0,0 +1,32 @@
+name: Documentation
+on:
+  push:
+    branches: [master]
+    tags: ['*']
+  pull_request:
+    types: [opened, synchronize, reopened]
+permissions:
+  # needed to allow julia-actions/cache to delete old caches that it has created
+  actions: write
+  # needed to deploy the documentation
+  contents: write
+  statuses: write
+jobs:
+  build:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v7
+      - uses: julia-actions/setup-julia@v3
+        with:
+          version: '1'
+      - uses: julia-actions/cache@v3
+      - name: Install dependencies
+        shell: julia --color=yes --project=docs {0}
+        run: |
+          using Pkg
+          Pkg.instantiate()
+      - name: Build and deploy
+        env:
+          GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
+          DOCUMENTER_KEY: ${{ secrets.DOCUMENTER_KEY }}
+        run: julia --color=yes --project=docs docs/make.jl
diff --git a/.gitignore b/.gitignore
index b1fb063..7ef58d6 100644
--- a/.gitignore
+++ b/.gitignore
@@ -3,3 +3,4 @@
 *.jl.mem
 Manifest.toml
 *.DS_Store
+docs/build
diff --git a/docs/Project.toml b/docs/Project.toml
new file mode 100644
index 0000000..1814eb3
--- /dev/null
+++ b/docs/Project.toml
@@ -0,0 +1,5 @@
+[deps]
+Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
+
+[compat]
+Documenter = "1"
diff --git a/docs/make.jl b/docs/make.jl
new file mode 100644
index 0000000..fcd7bad
--- /dev/null
+++ b/docs/make.jl
@@ -0,0 +1,22 @@
+# Copyright (c) 2016: Joey Huchette and contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
+using Documenter
+
+Documenter.makedocs(;
+    sitename = "PiecewiseLinearOpt.jl",
+    authors = "Joey Huchette and contributors",
+    # See https://github.com/JuliaDocs/Documenter.jl/issues/868
+    format = Documenter.HTML(;
+        prettyurls = get(ENV, "CI", nothing) == "true",
+        assets = String[],
+    ),
+    pages = ["Home" => "index.md"],
+)
+
+Documenter.deploydocs(;
+    repo = "github.com/jump-dev/PiecewiseLinearOpt.jl.git",
+    push_preview = true,
+)
diff --git a/docs/src/index.md b/docs/src/index.md
new file mode 100644
index 0000000..b3b60c2
--- /dev/null
+++ b/docs/src/index.md
@@ -0,0 +1 @@
+# PiecewiseLinearOpt.jl