diff --git a/.github/workflows/nightly.yml b/.github/workflows/nightly.yml
new file mode 100644
index 0000000000..8c261a4a2d
--- /dev/null
+++ b/.github/workflows/nightly.yml
@@ -0,0 +1,43 @@
+name: nightly
+
+on:
+  schedule:
+    - cron: "0 0 * * *"
+
+jobs:
+  build-and-publish-nightly:
+    name: Build source distribution
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v2
+        with:
+          fetch-depth: 0
+      - uses: actions/setup-python@v2
+        with:
+          python-version: 3.9
+      - name: Install dependencies
+        run: |
+          python -m pip install -U pip
+          python -m pip install build
+      - name: Build the sdist
+        run: python -m build --sdist .
+        env:
+          BUILD_PYMC_NIGHTLY: true
+      - name: Publish to PyPI
+        uses: pypa/gh-action-pypi-publish@v1.5.0
+        with:
+          user: __token__
+          password: ${{ secrets.PYPI_TOKEN_PYMC_NIGHTLY }}
+  test-install-job:
+    needs: build-and-publish-nightly
+    runs-on: ubuntu-latest
+    steps:
+    - name: Set up Python
+      uses: actions/setup-python@v2
+      with:
+        python-version: 3.9
+    - name: Give PyPI a chance to update the index
+      run: sleep 240
+    - name: Install from PyPI
+      run: |
+        pip install pymc-nightly==${GITHUB_REF:11}.dev$(date +"%Y%m%d")
diff --git a/setup.py b/setup.py
index 563eb94acb..43a4a68eb6 100755
--- a/setup.py
+++ b/setup.py
@@ -12,19 +12,21 @@
 #   See the License for the specific language governing permissions and
 #   limitations under the License.
 
+import os
 import re
 
 from codecs import open
+from datetime import datetime, timezone
 from os.path import dirname, join, realpath
 
 from setuptools import find_packages, setup
 
-DISTNAME = "pymc"
 DESCRIPTION = "Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Aesara"
 AUTHOR = "PyMC Developers"
 AUTHOR_EMAIL = "pymc.devs@gmail.com"
 URL = "http://github.com/pymc-devs/pymc"
 LICENSE = "Apache License, Version 2.0"
+NIGHLTY = "BUILD_PYMC_NIGHTLY" in os.environ
 
 classifiers = [
     "Development Status :: 5 - Production/Stable",
@@ -54,21 +56,36 @@
 test_reqs = ["pytest", "pytest-cov"]
 
 
-def get_version():
-    VERSIONFILE = join("pymc", "__init__.py")
-    lines = open(VERSIONFILE).readlines()
+def get_distname(nightly_build=False):
+    distname = "pymc"
+    if nightly_build:
+        distname = f"{distname}-nightly"
+
+    return distname
+
+
+def get_version(nightly_build=False):
+    version_file = join("pymc", "__init__.py")
+    lines = open(version_file).readlines()
     version_regex = r"^__version__ = ['\"]([^'\"]*)['\"]"
     for line in lines:
         mo = re.search(version_regex, line, re.M)
         if mo:
-            return mo.group(1)
-    raise RuntimeError(f"Unable to find version in {VERSIONFILE}.")
+            version = mo.group(1)
+
+            if nightly_build:
+                suffix = datetime.now(timezone.utc).strftime(r".dev%Y%m%d")
+                version = f"{version}{suffix}"
+
+            return version
+
+    raise RuntimeError(f"Unable to find version in {version_file}.")
 
 
 if __name__ == "__main__":
     setup(
-        name=DISTNAME,
-        version=get_version(),
+        name=get_distname(NIGHLTY),
+        version=get_version(NIGHLTY),
         maintainer=AUTHOR,
         maintainer_email=AUTHOR_EMAIL,
         description=DESCRIPTION,