diff --git a/azure-pipelines.yml b/azure-pipelines.yml
index 1970be7b..fec0c5e5 100644
--- a/azure-pipelines.yml
+++ b/azure-pipelines.yml
@@ -8,9 +8,11 @@ schedules:
   always: true
 
 variables:
+  BUILD_COMMIT: "0.23.0rc1"
   MANYLINUX_URL: "https://pypi.python.org/simple"
 
 jobs:
+  - template: azure/posix-sdist.yml
   - template: azure/windows.yml
     parameters:
       name: windows
diff --git a/azure/posix-sdist.yml b/azure/posix-sdist.yml
new file mode 100644
index 00000000..9300fddd
--- /dev/null
+++ b/azure/posix-sdist.yml
@@ -0,0 +1,130 @@
+jobs:
+  - job: Linux_Source_Dist
+    pool:
+      vmImage: ubuntu-16.04
+    variables:
+      NIGHTLY_BUILD_COMMIT: "master"
+      NIGHTLY_BUILD: "true"
+      JUNITXML: "test-data.xml"
+      TEST_DIR: "tmp_for_test"
+      TEST_VENV: "test_env"
+      MB_PYTHON_VERSION: "3.8"
+    steps:
+      - checkout: self
+        submodules: true
+      - task: UsePythonVersion@0
+        inputs:
+          versionSpec: $(MB_PYTHON_VERSION)
+        displayName: Set python version
+      - bash: |
+          set -e
+          SKIP_BUILD="false"
+          if [ "$BUILD_REASON" == "Schedule" ]; then
+            BUILD_COMMIT=$NIGHTLY_BUILD_COMMIT
+            if [ "$NIGHTLY_BUILD" != "true" ]; then
+              SKIP_BUILD="true"
+            fi
+          fi
+
+          echo "Building scikit-learn@$BUILD_COMMIT"
+          echo "##vso[task.setvariable variable=BUILD_COMMIT]$BUILD_COMMIT"
+          echo "##vso[task.setvariable variable=SKIP_BUILD]$SKIP_BUILD"
+        displayName: Define build env variables
+
+      - bash: |
+          set -e
+
+          python -m venv build_env
+          source build_env/bin/activate
+
+          # Need because setup.py enforces these to be installed
+          python -m pip install numpy scipy Cython
+
+          cd scikit-learn
+          git checkout $BUILD_COMMIT
+          python setup.py sdist
+        displayName: Create build venv with build dependices and build source dist
+
+      - bash: |
+          set -e
+
+          source build_env/bin/activate
+          python -m pip install twine
+
+          twine check scikit-learn/dist/*
+        displayName: Twine check
+      - bash: |
+          set -e
+
+          python -m venv $TEST_VENV
+          source $TEST_VENV/bin/activate
+          python --version
+          python -m pip install -U pip
+
+          # pyproject.toml will be released with >=0.23
+          if [[ "$BUILD_COMMIT" =~ ^0.22* ]]; then
+            python -m pip install Cython
+          fi
+
+          # Uses pep 517
+          pip install scikit-learn/dist/*.tar.gz
+        displayName: Create test venv and install using source dist
+
+      - bash: |
+          set -e
+          source $TEST_VENV/bin/activate
+
+          mkdir $TEST_DIR
+          cd $TEST_DIR
+
+          python -m pip install pytest
+          pytest -l --junitxml=$JUNITXML --pyargs sklearn
+        displayName: Runs tests
+
+      - task: PublishTestResults@2
+        inputs:
+          testResultsFiles: "$(TEST_DIR)/$(JUNITXML)"
+          testRunTitle: ${{ format('{0}-$(Agent.JobName)', 'Linux_Source_Dist') }}
+        displayName: "Publish Test Results"
+        condition: eq(variables['SKIP_BUILD'], 'false')
+
+      - bash: |
+          set -e
+          if [ "$BUILD_REASON" == "Schedule" ]; then
+            ANACONDA_ORG="scipy-wheels-nightly"
+            TOKEN="$SCIKIT_LEARN_NIGHTLY_UPLOAD_TOKEN"
+          else
+            ANACONDA_ORG="scikit-learn-wheels-staging"
+            TOKEN="$SCIKIT_LEARN_STAGING_UPLOAD_TOKEN"
+          fi
+          if [ "$TOKEN" == "" ]; then
+            echo "##[warning] Could not find anaconda.org upload token in secret variables"
+          fi
+          echo "##vso[task.setvariable variable=TOKEN]$TOKEN"
+          echo "##vso[task.setvariable variable=ANACONDA_ORG]$ANACONDA_ORG"
+        displayName: Retrieve secret upload token
+        condition: and(succeeded(), eq(variables['SKIP_BUILD'], 'false'), ne(variables['Build.Reason'], 'PullRequest'), variables['SCIKIT_LEARN_NIGHTLY_UPLOAD_TOKEN'], variables['SCIKIT_LEARN_STAGING_UPLOAD_TOKEN'])
+        env:
+          # Secret variables need to mapped to env variables explicitly:
+          SCIKIT_LEARN_NIGHTLY_UPLOAD_TOKEN: $(SCIKIT_LEARN_NIGHTLY_UPLOAD_TOKEN)
+          SCIKIT_LEARN_STAGING_UPLOAD_TOKEN: $(SCIKIT_LEARN_STAGING_UPLOAD_TOKEN)
+
+      - bash: |
+          echo "##vso[task.prependpath]$CONDA/bin"
+          sudo chown -R $USER $CONDA
+        displayName: Add conda to PATH
+        condition: and(succeeded(), eq(variables['SKIP_BUILD'], 'false'), ne(variables['Build.Reason'], 'PullRequest'), variables['TOKEN'])
+
+      - bash: conda install -q -y anaconda-client
+        displayName: Install anaconda-client
+        condition: and(succeeded(), eq(variables['SKIP_BUILD'], 'false'), ne(variables['Build.Reason'], 'PullRequest'), variables['TOKEN'])
+
+      - bash: |
+          set -e
+          # The --force option forces a replacement if the remote file already
+          # exists.
+          ls scikit-learn/dist/*.tar.gz
+          anaconda -t $TOKEN upload --force -u $ANACONDA_ORG scikit-learn/dist/*.tar.gz
+          echo "PyPI-style index: https://pypi.anaconda.org/$ANACONDA_ORG/simple"
+        displayName: Upload to anaconda.org (only if secret token is retrieved)
+        condition: variables['TOKEN']
diff --git a/azure/posix.yml b/azure/posix.yml
index 127ee532..89e5c14f 100644
--- a/azure/posix.yml
+++ b/azure/posix.yml
@@ -9,7 +9,6 @@ jobs:
       vmImage: ${{ parameters.vmImage }}
     variables:
       REPO_DIR: "scikit-learn"
-      BUILD_COMMIT: "0.23.0rc1"
       PLAT: "x86_64"
       NP_BUILD_DEP: "numpy==1.13.3"
       CYTHON_BUILD_DEP: "cython==0.29.14"
diff --git a/azure/windows.yml b/azure/windows.yml
index f267b1ef..78d8846e 100644
--- a/azure/windows.yml
+++ b/azure/windows.yml
@@ -8,7 +8,6 @@ jobs:
     pool:
       vmImage: ${{ parameters.vmImage }}
     variables:
-      BUILD_COMMIT: "0.23.0rc1"
       SKLEARN_SKIP_NETWORK_TESTS: "1"
       NP_BUILD_DEP: "1.13.3"
       CYTHON_BUILD_DEP: "0.29.14"