diff --git a/.github/workflows/cython-3.yml b/.github/workflows/cython-3.yml
new file mode 100644
index 0000000000000..6b453414d3f2f
--- /dev/null
+++ b/.github/workflows/cython-3.yml
@@ -0,0 +1,70 @@
+name: Cython 3
+
+on:
+  push:
+    branches:
+      - master
+  pull_request:
+    branches:
+      - master
+
+jobs:
+  build:
+    runs-on: ubuntu-latest
+    name: actions-310-dev
+    timeout-minutes: 60
+
+    steps:
+    - uses: actions/checkout@v2
+      with:
+        fetch-depth: 0
+
+    - name: Set up Python Dev Version
+      uses: actions/setup-python@v2
+      with:
+        python-version: '3.8'
+
+    - name: Install dependencies
+      run: |
+        python -m pip install --upgrade pip setuptools wheel
+        pip install git+https://github.com/numpy/numpy.git
+        pip install git+https://github.com/pytest-dev/pytest.git
+        pip install git+https://github.com/nedbat/coveragepy.git
+        pip install cython==3.0a6 python-dateutil pytz hypothesis pytest-xdist
+        pip list
+
+    - name: Build Pandas
+      run: |
+        python setup.py build_ext -q -j2
+        python -m pip install -e . --no-build-isolation --no-use-pep517
+
+    - name: Build Version
+      run: |
+        python -c "import pandas; pandas.show_versions();"
+
+    - name: Test with pytest
+      run: |
+        coverage run -m pytest -m 'not slow and not network and not clipboard' pandas
+      continue-on-error: true
+
+    - name: Publish test results
+      uses: actions/upload-artifact@master
+      with:
+        name: Test results
+        path: test-data.xml
+      if: failure()
+
+    - name: Print skipped tests
+      run: |
+        python ci/print_skipped.py
+
+    - name: Report Coverage
+      run: |
+        coverage report -m
+
+    - name: Upload coverage to Codecov
+      uses: codecov/codecov-action@v1
+      with:
+        flags: unittests
+        name: codecov-pandas
+        fail_ci_if_error: true
diff --git a/pandas/_libs/reduction.pyx b/pandas/_libs/reduction.pyx
index c28db9b669a4b..5f78c9b167946 100644
--- a/pandas/_libs/reduction.pyx
+++ b/pandas/_libs/reduction.pyx
@@ -24,6 +24,16 @@ from pandas._libs.util cimport (
 from pandas._libs.lib import is_scalar
 
 
+# Accessing the data member of ndarray is deprecated, but we depend on it.
+cdef extern from *:
+    """
+    static void PyArray_SET_DATA(PyArrayObject *arr, void * data) {
+        arr->data = data;
+    }
+    """
+    void PyArray_SET_DATA(ndarray arr, void * data)
+
+
 cdef cnp.dtype _dtype_obj = np.dtype("object")
 
 
@@ -340,18 +350,18 @@ cdef class Slider:
         self.stride = values.strides[0]
         self.orig_data = self.buf.data
 
-        self.buf.data = self.values.data
+        PyArray_SET_DATA(self.buf, self.values.data)
         self.buf.strides[0] = self.stride
 
     cdef move(self, int start, int end):
         """
         For slicing
         """
-        self.buf.data = self.values.data + self.stride * start
+        PyArray_SET_DATA(self.buf, self.values.data + self.stride * start)
         self.buf.shape[0] = end - start
 
     cdef reset(self):
-        self.buf.data = self.orig_data
+        PyArray_SET_DATA(self.buf, self.orig_data)
         self.buf.shape[0] = 0
 
 
@@ -469,7 +479,7 @@ cdef class BlockSlider:
             arr = self.blk_values[i]
 
             # axis=1 is the frame's axis=0
-            arr.data = self.base_ptrs[i] + arr.strides[1] * start
+            PyArray_SET_DATA(arr, self.base_ptrs[i] + arr.strides[1] * start)
             arr.shape[1] = end - start
 
         # move and set the index
@@ -490,7 +500,7 @@ cdef class BlockSlider:
             arr = self.blk_values[i]
 
             # axis=1 is the frame's axis=0
-            arr.data = self.base_ptrs[i]
+            PyArray_SET_DATA(arr, self.base_ptrs[i])
             arr.shape[1] = 0
 
     cdef _restore_blocks(self):
diff --git a/setup.py b/setup.py
index 386074519ca4f..82d6803406b18 100755
--- a/setup.py
+++ b/setup.py
@@ -375,7 +375,13 @@ def run(self):
 # Note: if not using `cythonize`, coverage can be enabled by
 # pinning `ext.cython_directives = directives` to each ext in extensions.
 # github.com/cython/cython/wiki/enhancements-compilerdirectives#in-setuppy
-directives = {"linetrace": False, "language_level": 3}
+directives = {
+    "linetrace": False,
+    "language_level": 3,
+    # Use cython 0.29.x binop methods.
+    # See https://github.com/cython/cython/issues/4172
+    "c_api_binop_methods": True,
+}
 macros = []
 if linetrace:
     # https://pypkg.com/pypi/pytest-cython/f/tests/example-project/setup.py