diff --git a/docs/source/main_classes/callback.rst b/docs/source/main_classes/callback.rst
index f4160185bf2..16b1318b717 100644
--- a/docs/source/main_classes/callback.rst
+++ b/docs/source/main_classes/callback.rst
@@ -20,6 +20,7 @@ By default a :class:`~transformers.Trainer` will use the following callbacks:
   or tensorboardX).
 - :class:`~transformers.integrations.WandbCallback` if `wandb <https://www.wandb.com/>`__ is installed.
 - :class:`~transformers.integrations.CometCallback` if `comet_ml <https://www.comet.ml/site/>`__ is installed.
+- :class:`~transformers.integrations.MLflowCallback` if `mlflow <https://www.mlflow.org/>`__ is installed.
 
 The main class that implements callbacks is :class:`~transformers.TrainerCallback`. It gets the
 :class:`~transformers.TrainingArguments` used to instantiate the :class:`~transformers.Trainer`, can access that
@@ -46,6 +47,9 @@ Here is the list of the available :class:`~transformers.TrainerCallback` in the
 .. autoclass:: transformers.integrations.WandbCallback
     :members: setup
 
+.. autoclass:: transformers.integrations.MLflowCallback
+    :members: setup
+
 
 TrainerCallback
 ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
diff --git a/src/transformers/integrations.py b/src/transformers/integrations.py
index 93e1e6eab62..743b45a660d 100644
--- a/src/transformers/integrations.py
+++ b/src/transformers/integrations.py
@@ -53,6 +53,14 @@ except ImportError:
     except ImportError:
         _has_tensorboard = False
 
+try:
+    import mlflow  # noqa: F401
+
+    _has_mlflow = True
+except ImportError:
+    _has_mlflow = False
+
+
 # No transformer imports above this point
 
 from .file_utils import is_torch_tpu_available
@@ -85,6 +93,10 @@ def is_ray_available():
     return _has_ray
 
 
+def is_mlflow_available():
+    return _has_mlflow
+
+
 def hp_params(trial):
     if is_optuna_available():
         if isinstance(trial, optuna.Trial):
@@ -408,3 +420,80 @@ class CometCallback(TrainerCallback):
             experiment = comet_ml.config.get_global_experiment()
             if experiment is not None:
                 experiment._log_metrics(logs, step=state.global_step, epoch=state.epoch, framework="transformers")
+
+
+class MLflowCallback(TrainerCallback):
+    """
+    A :class:`~transformers.TrainerCallback` that sends the logs to `MLflow
+    <https://www.mlflow.org/>`__.
+    """
+
+    MAX_LOG_SIZE = 100
+
+    def __init__(self):
+        assert _has_mlflow, "MLflow requires mlflow to be installed. Run `pip install mlflow`."
+        self._initialized = False
+        self._log_artifacts = False
+
+    def setup(self, args, state, model):
+        """
+        Setup the optional MLflow integration.
+
+        Environment:
+            HF_MLFLOW_LOG_ARTIFACTS (:obj:`str`, `optional`):
+                Whether to use MLflow .log_artifact() facility to log artifacts.
+
+                This only makes sense if logging to a remote server, e.g. s3 or GCS.
+                If set to `True` or `1`, will copy whatever is in TrainerArgument's output_dir
+                to the local or remote artifact storage. Using it without a remote storage
+                will just copy the files to your artifact location.
+        """
+        log_artifacts = os.getenv("HF_MLFLOW_LOG_ARTIFACTS", "FALSE").upper()
+        if log_artifacts in {"TRUE", "1"}:
+            self._log_artifacts = True
+        if state.is_world_process_zero:
+            mlflow.start_run()
+            combined_dict = args.to_dict()
+            if hasattr(model, "config") and model.config is not None:
+                model_config = model.config.to_dict()
+                combined_dict = {**model_config, **combined_dict}
+            # MLflow cannot log more than 100 values in one go, so we have to split it
+            combined_dict_items = list(combined_dict.items())
+            for i in range(0, len(combined_dict_items), MLflowCallback.MAX_LOG_SIZE):
+                mlflow.log_params(dict(combined_dict_items[i : i + MLflowCallback.MAX_LOG_SIZE]))
+        self._initialized = True
+
+    def on_train_begin(self, args, state, control, model=None, **kwargs):
+        if not self._initialized:
+            self.setup(args, state, model)
+
+    def on_log(self, args, state, control, logs, model=None, **kwargs):
+        if not self._initialized:
+            self.setup(args, state, model)
+        if state.is_world_process_zero:
+            for k, v in logs.items():
+                if isinstance(v, (int, float)):
+                    mlflow.log_metric(k, v, step=state.global_step)
+                else:
+                    logger.warning(
+                        "Trainer is attempting to log a value of "
+                        '"%s" of type %s for key "%s" as a metric. '
+                        "MLflow's log_metric() only accepts float and "
+                        "int types so we dropped this attribute.",
+                        v,
+                        type(v),
+                        k,
+                    )
+
+    def on_train_end(self, args, state, control, **kwargs):
+        if self._initialized and state.is_world_process_zero:
+            if self._log_artifacts:
+                logger.info("Logging artifacts. This may take time.")
+                mlflow.log_artifacts(args.output_dir)
+            mlflow.end_run()
+
+    def __del__(self):
+        # if the previous run is not terminated correctly, the fluent API will
+        # not let you start a new run before the previous one is killed
+        if mlflow.active_run is not None:
+            mlflow.end_run(status="KILLED")
diff --git a/src/transformers/trainer.py b/src/transformers/trainer.py
index e1d1947ecbe..725c78b4098 100755
--- a/src/transformers/trainer.py
+++ b/src/transformers/trainer.py
@@ -41,6 +41,7 @@ from .integrations import (
     default_hp_search_backend,
     hp_params,
     is_comet_available,
+    is_mlflow_available,
     is_optuna_available,
     is_ray_available,
     is_tensorboard_available,
@@ -139,6 +140,11 @@ if is_comet_available():
 
     DEFAULT_CALLBACKS.append(CometCallback)
 
+if is_mlflow_available():
+    from .integrations import MLflowCallback
+
+    DEFAULT_CALLBACKS.append(MLflowCallback)
+
 if is_optuna_available():
     import optuna