diff --git a/.github/workflows/build.yml b/.github/workflows/build.yml
new file mode 100644
index 0000000..90d3e7b
--- /dev/null
+++ b/.github/workflows/build.yml
@@ -0,0 +1,62 @@
+name: Build
+
+on:
+  push:
+    branches: [main]
+  pull_request:
+    branches: [main]
+  workflow_dispatch:
+
+jobs:
+  build:
+    strategy:
+      fail-fast: false
+      matrix:
+        os: [ubuntu-latest, windows-latest]
+    runs-on: ${{ matrix.os }}
+
+    steps:
+      - uses: actions/checkout@v4
+
+      - uses: Jimver/cuda-toolkit@v0.2.30
+        id: cuda-toolkit
+        with:
+          cuda: "13.1.0"
+
+      - name: CUDA info
+        run: |
+          echo "Installed cuda version is: ${{ steps.cuda-toolkit.outputs.cuda }}"
+          echo "Cuda install location: ${{ steps.cuda-toolkit.outputs.CUDA_PATH }}"
+          nvcc -V
+
+      - name: Install build deps (Linux)
+        if: runner.os == 'Linux'
+        run: |
+          sudo apt-get update
+          sudo apt-get install -y ninja-build zlib1g-dev
+
+      - name: Configure (Linux)
+        if: runner.os == 'Linux'
+        run: |
+          cmake -B build -G Ninja \
+            -DCMAKE_BUILD_TYPE=Release \
+            -DCUPDLPX_BUILD_TESTS=OFF
+
+      - name: Build (Linux)
+        if: runner.os == 'Linux'
+        run: |
+          cmake --build build --clean-first
+
+      - name: Configure (Windows)
+        if: runner.os == 'Windows'
+        shell: pwsh
+        run: |
+          cmake -B build `
+            -DCMAKE_CONFIGURATION_TYPES=Release `
+            -DCUPDLPX_BUILD_TESTS=OFF
+
+      - name: Build (Windows)
+        if: runner.os == 'Windows'
+        shell: pwsh
+        run: |
+          cmake --build build --clean-first --config Release
diff --git a/CMakeLists.txt b/CMakeLists.txt
index f3a3cd8..5e35150 100644
--- a/CMakeLists.txt
+++ b/CMakeLists.txt
@@ -13,6 +13,10 @@ set(CUPDLPX_VERSION_PATCH 5)
 set(CUPDLPX_VERSION "${CUPDLPX_VERSION_MAJOR}.${CUPDLPX_VERSION_MINOR}.${CUPDLPX_VERSION_PATCH}")
 add_compile_definitions(CUPDLPX_VERSION="${CUPDLPX_VERSION}")
 
+if (WIN32)
+    set(CMAKE_WINDOWS_EXPORT_ALL_SYMBOLS ON)
+endif()
+
 set(CMAKE_INTERPROCEDURAL_OPTIMIZATION OFF)
 
 # C/C++ standards
@@ -31,7 +35,12 @@ if(NOT DEFINED CMAKE_CUDA_ARCHITECTURES)
 endif()
 
 # Global Compile flags (corresponding to CFLAGS/NVCCFLAGS)
-add_compile_options(-O3 -Wall -Wextra -g)
+if(MSVC)
+    add_compile_options(/O2 /W4 /Zi)
+else()
+    add_compile_options(-O3 -Wall -Wextra -g)
+endif()
+
 if (NOT WIN32)
   add_compile_options(-fPIC)
 endif()