diff --git a/Jenkinsfile b/Jenkinsfile
new file mode 100644
index 000000000..b63ffc91c
--- /dev/null
+++ b/Jenkinsfile
@@ -0,0 +1,55 @@
+// -*- mode: groovy -*-
+// Jenkins pipeline
+// See documents at https://jenkins.io/doc/book/pipeline/jenkinsfile/
+
+// command to start a docker container
+docker_run = 'tests/ci_build/ci_build.sh'
+
+// timeout in minutes
+max_time = 60
+
+// initialize source codes
+def init_git() {
+  retry(5) {
+    try {
+      timeout(time: 2, unit: 'MINUTES') {
+        checkout scm
+        sh 'git submodule update --init'
+      }
+    } catch (exc) {
+      deleteDir()
+      error "Failed to fetch source codes"
+    }
+  }
+}
+
+stage('Build') {
+    node('GPU' && 'linux') {
+      ws('workspace/xgboost/build-gpu-cmake') {
+        init_git()
+  	timeout(time: max_time, unit: 'MINUTES') {
+      		sh "${docker_run} gpu tests/ci_build/build_gpu_cmake.sh"
+	}
+      }
+    }
+    node('GPU' && 'linux') {
+      ws('workspace/xgboost/build-gpu-make') {
+        init_git()
+  	timeout(time: max_time, unit: 'MINUTES') {
+      		sh "${docker_run} gpu make PLUGIN_UPDATER_GPU=ON"
+	}
+      }
+    }
+}
+
+
+stage('Unit Test') {
+    node('GPU' && 'linux') {
+      ws('workspace/xgboost/unit-test') {
+        init_git()
+  	timeout(time: max_time, unit: 'MINUTES') {
+      		sh "${docker_run} gpu tests/ci_build/test_gpu.ssh"
+	}
+      }
+    }
+}
diff --git a/tests/ci_build/Dockerfile.gpu b/tests/ci_build/Dockerfile.gpu
new file mode 100644
index 000000000..4ca3a7b82
--- /dev/null
+++ b/tests/ci_build/Dockerfile.gpu
@@ -0,0 +1,16 @@
+FROM nvidia/cuda:8.0-devel-ubuntu14.04
+
+RUN apt-get update && apt-get -y upgrade
+# CMAKE
+RUN sudo apt-get install -y build-essential
+RUN apt-get install -y wget
+RUN wget http://www.cmake.org/files/v3.5/cmake-3.5.2.tar.gz 
+RUN tar -xvzf cmake-3.5.2.tar.gz 
+RUN cd cmake-3.5.2/ && ./configure && make && sudo make install
+
+# BLAS
+RUN apt-get install -y libatlas-base-dev
+
+# PYTHON2
+RUN apt-get install -y python-setuptools python-pip python-dev unzip gfortran
+RUN pip install numpy nose scipy scikit-learn
diff --git a/tests/ci_build/build_gpu_cmake.sh b/tests/ci_build/build_gpu_cmake.sh
new file mode 100644
index 000000000..d8d0b9726
--- /dev/null
+++ b/tests/ci_build/build_gpu_cmake.sh
@@ -0,0 +1,6 @@
+#!/usr/bin/env bash
+
+mkdir build
+cd build
+cmake .. -DPLUGIN_UPDATER_GPU=ON
+make
diff --git a/tests/ci_build/ci_build.sh b/tests/ci_build/ci_build.sh
new file mode 100644
index 000000000..46a9d8880
--- /dev/null
+++ b/tests/ci_build/ci_build.sh
@@ -0,0 +1,135 @@
+#!/usr/bin/env bash
+#
+# Execute command within a docker container
+#
+# Usage: ci_build.sh <CONTAINER_TYPE> [--dockerfile <DOCKERFILE_PATH>] [-it]
+#                    <COMMAND>
+#
+# CONTAINER_TYPE: Type of the docker container used the run the build: e.g.,
+#                 (cpu | gpu)
+#
+# DOCKERFILE_PATH: (Optional) Path to the Dockerfile used for docker build.  If
+#                  this optional value is not supplied (via the --dockerfile
+#                  flag), will use Dockerfile.CONTAINER_TYPE in default
+#
+# COMMAND: Command to be executed in the docker container
+#
+SCRIPT_DIR="$(cd "$(dirname "${BASH_SOURCE[0]}")" && pwd)"
+
+# Get the command line arguments.
+CONTAINER_TYPE=$( echo "$1" | tr '[:upper:]' '[:lower:]' )
+shift 1
+
+# Dockerfile to be used in docker build
+DOCKERFILE_PATH="${SCRIPT_DIR}/Dockerfile.${CONTAINER_TYPE}"
+DOCKER_CONTEXT_PATH="${SCRIPT_DIR}"
+
+if [[ "$1" == "--dockerfile" ]]; then
+    DOCKERFILE_PATH="$2"
+    DOCKER_CONTEXT_PATH=$(dirname "${DOCKERFILE_PATH}")
+    echo "Using custom Dockerfile path: ${DOCKERFILE_PATH}"
+    echo "Using custom docker build context path: ${DOCKER_CONTEXT_PATH}"
+    shift 2
+fi
+
+if [[ "$1" == "-it" ]]; then
+    CI_DOCKER_EXTRA_PARAMS+=('-it')
+    shift 1
+fi
+
+if [[ ! -f "${DOCKERFILE_PATH}" ]]; then
+    echo "Invalid Dockerfile path: \"${DOCKERFILE_PATH}\""
+    exit 1
+fi
+
+COMMAND=("$@")
+
+# Validate command line arguments.
+if [ "$#" -lt 1 ] || [ ! -e "${SCRIPT_DIR}/Dockerfile.${CONTAINER_TYPE}" ]; then
+    supported_container_types=$( ls -1 ${SCRIPT_DIR}/Dockerfile.* | \
+        sed -n 's/.*Dockerfile\.\([^\/]*\)/\1/p' | tr '\n' ' ' )
+      echo "Usage: $(basename $0) CONTAINER_TYPE COMMAND"
+      echo "       CONTAINER_TYPE can be one of [${supported_container_types}]"
+      echo "       COMMAND is a command (with arguments) to run inside"
+      echo "               the container."
+      exit 1
+fi
+
+# Use nvidia-docker if the container is GPU.
+if [[ "${CONTAINER_TYPE}" == *"gpu"* ]]; then
+    DOCKER_BINARY="nvidia-docker"
+else
+    DOCKER_BINARY="docker"
+fi
+
+# Helper function to traverse directories up until given file is found.
+function upsearch () {
+    test / == "$PWD" && return || \
+        test -e "$1" && echo "$PWD" && return || \
+        cd .. && upsearch "$1"
+}
+
+# Set up WORKSPACE. Jenkins will set them for you or we pick
+# reasonable defaults if you run it outside of Jenkins.
+WORKSPACE="${WORKSPACE:-${SCRIPT_DIR}/../../}"
+
+# Determine the docker image name
+DOCKER_IMG_NAME="xgb-ci.${CONTAINER_TYPE}"
+
+# Under Jenkins matrix build, the build tag may contain characters such as
+# commas (,) and equal signs (=), which are not valid inside docker image names.
+DOCKER_IMG_NAME=$(echo "${DOCKER_IMG_NAME}" | sed -e 's/=/_/g' -e 's/,/-/g')
+
+# Convert to all lower-case, as per requirement of Docker image names
+DOCKER_IMG_NAME=$(echo "${DOCKER_IMG_NAME}" | tr '[:upper:]' '[:lower:]')
+
+# skip with_the_same_user for non-linux
+uname=`uname`
+if [[ "$uname" == "Linux" ]]; then
+    PRE_COMMAND="tests/ci_build/with_the_same_user"
+else
+    PRE_COMMAND=""
+fi
+
+# Print arguments.
+echo "WORKSPACE: ${WORKSPACE}"
+echo "CI_DOCKER_EXTRA_PARAMS: ${CI_DOCKER_EXTRA_PARAMS[@]}"
+echo "COMMAND: ${COMMAND[@]}"
+echo "CONTAINER_TYPE: ${CONTAINER_TYPE}"
+echo "BUILD_TAG: ${BUILD_TAG}"
+echo "NODE_NAME: ${NODE_NAME}"
+echo "DOCKER CONTAINER NAME: ${DOCKER_IMG_NAME}"
+echo "PRE_COMMAND: ${PRE_COMMAND}"
+echo ""
+
+
+# Build the docker container.
+echo "Building container (${DOCKER_IMG_NAME})..."
+docker build -t ${DOCKER_IMG_NAME} \
+    -f "${DOCKERFILE_PATH}" "${DOCKER_CONTEXT_PATH}"
+
+# Check docker build status
+if [[ $? != "0" ]]; then
+    echo "ERROR: docker build failed."
+    exit 1
+fi
+
+
+# Run the command inside the container.
+echo "Running '${COMMAND[@]}' inside ${DOCKER_IMG_NAME}..."
+
+# By default we cleanup - remove the container once it finish running (--rm)
+# and share the PID namespace (--pid=host) so the process inside does not have
+# pid 1 and SIGKILL is propagated to the process inside (jenkins can kill it).
+${DOCKER_BINARY} run --rm --pid=host \
+    -v ${WORKSPACE}:/workspace \
+    -w /workspace \
+    -e "CI_BUILD_HOME=${WORKSPACE}" \
+    -e "CI_BUILD_USER=$(id -u -n)" \
+    -e "CI_BUILD_UID=$(id -u)" \
+    -e "CI_BUILD_GROUP=$(id -g -n)" \
+    -e "CI_BUILD_GID=$(id -g)" \
+    ${CI_DOCKER_EXTRA_PARAMS[@]} \
+    ${DOCKER_IMG_NAME} \
+    ${PRE_COMMAND} \
+    ${COMMAND[@]}
diff --git a/tests/ci_build/test_gpu.sh b/tests/ci_build/test_gpu.sh
new file mode 100644
index 000000000..52124505f
--- /dev/null
+++ b/tests/ci_build/test_gpu.sh
@@ -0,0 +1,11 @@
+#!/usr/bin/env bash
+
+mkdir build
+cd build
+cmake .. -DPLUGIN_UPDATER_GPU=ON
+make
+cd ..
+cd python-package
+python setup.py install --user
+cd ../plugin/updater_gpu
+python -m nose test/python
diff --git a/tests/ci_build/with_the_same_user b/tests/ci_build/with_the_same_user
new file mode 100644
index 000000000..922015602
--- /dev/null
+++ b/tests/ci_build/with_the_same_user
@@ -0,0 +1,30 @@
+#!/usr/bin/env bash
+
+# This script is a wrapper creating the same user inside container as the one
+# running the ci_build.sh outside the container. It also set the home directory
+# for the user inside container to match the same absolute path as the workspace
+# outside of container.  Do not run this manually. It does not make sense. It is
+# intended to be called by ci_build.sh only.
+
+set -e
+
+COMMAND=("$@")
+
+if ! touch /this_is_writable_file_system; then
+  echo "You can't write to your filesystem!"
+  echo "If you are in Docker you should check you do not have too many images" \
+      "with too many files in them. Docker has some issue with it."
+  exit 1
+else
+  rm /this_is_writable_file_system
+fi
+
+getent group "${CI_BUILD_GID}" || addgroup --gid "${CI_BUILD_GID}" "${CI_BUILD_GROUP}"
+getent passwd "${CI_BUILD_UID}" || adduser --gid "${CI_BUILD_GID}" --uid "${CI_BUILD_UID}" \
+    --gecos "${CI_BUILD_USER} (generated by with_the_same_user script)" \
+    --disabled-password --home "${CI_BUILD_HOME}" --quiet "${CI_BUILD_USER}"
+usermod -a -G sudo "${CI_BUILD_USER}"
+echo "${CI_BUILD_USER} ALL=(ALL) NOPASSWD:ALL" > /etc/sudoers.d/90-nopasswd-sudo
+
+sudo -u "#${CI_BUILD_UID}" --preserve-env "LD_LIBRARY_PATH=${LD_LIBRARY_PATH}" \
+"HOME=${CI_BUILD_HOME}" ${COMMAND[@]}