diff --git a/.gitignore b/.gitignore
index f3365c6d3..e3e32e85c 100644
--- a/.gitignore
+++ b/.gitignore
@@ -4,6 +4,7 @@
 *.py~
 *.bak
 .pytest_cache
+.mypy_cache
 .DS_Store
 .idea
 .vscode
diff --git a/.gitlab-ci.yml b/.gitlab-ci.yml
index dc09ed242..ad9bfaa05 100644
--- a/.gitlab-ci.yml
+++ b/.gitlab-ci.yml
@@ -2,7 +2,7 @@ image: stablebaselines/stable-baselines3-cpu:1.4.1a0
 
 type-check:
   script:
-  - pip install pytype --upgrade
+  - pip install pytype mypy --upgrade
   - make type
 
 pytest:
diff --git a/CONTRIBUTING.md b/CONTRIBUTING.md
index 67d794d80..89b15b72e 100644
--- a/CONTRIBUTING.md
+++ b/CONTRIBUTING.md
@@ -78,7 +78,7 @@ To run tests with `pytest`:
 make pytest
 ```
 
-Type checking with `pytype`:
+Type checking with `pytype` and `mypy`:
 
 ```
 make type
@@ -91,7 +91,7 @@ make check-codestyle
 make lint
 ```
 
-To run `pytype`, `format` and `lint` in one command:
+To run `type`, `format` and `lint` in one command:
 ```
 make commit-checks
 ```
diff --git a/Makefile b/Makefile
index 9954c7d7b..3e4e73456 100644
--- a/Makefile
+++ b/Makefile
@@ -4,9 +4,14 @@ LINT_PATHS=stable_baselines3/ tests/ docs/conf.py setup.py
 pytest:
 	./scripts/run_tests.sh
 
-type:
+pytype:
 	pytype -j auto
 
+mypy:
+	MYPY_FORCE_COLOR=1 mypy ${LINT_PATHS}
+
+type: pytype mypy
+
 lint:
 	# stop the build if there are Python syntax errors or undefined names
 	# see https://lintlyci.github.io/Flake8Rules/
diff --git a/README.md b/README.md
index 78bcc672f..26b796cd0 100644
--- a/README.md
+++ b/README.md
@@ -198,9 +198,9 @@ pip install pytest pytest-cov
 make pytest
 ```
 
-You can also do a static type check using `pytype`:
+You can also do a static type check using `pytype` and `mypy`:
 ```
-pip install pytype
+pip install pytype mypy
 make type
 ```
 
diff --git a/docs/conf.py b/docs/conf.py
index b44be6f66..672db5554 100644
--- a/docs/conf.py
+++ b/docs/conf.py
@@ -13,6 +13,7 @@
 #
 import os
 import sys
+from typing import Dict, List
 from unittest.mock import MagicMock
 
 # We CANNOT enable 'sphinxcontrib.spelling' because ReadTheDocs.org does not support
@@ -37,7 +38,7 @@
 
 
 class Mock(MagicMock):
-    __subclasses__ = []
+    __subclasses__ = []  # type: ignore
 
     @classmethod
     def __getattr__(cls, name):
@@ -48,7 +49,7 @@ def __getattr__(cls, name):
 # Note: because of that we cannot test examples using CI
 # 'torch', 'torch.nn', 'torch.nn.functional',
 # DO not mock modules for now, we will need to do that for read the docs later
-MOCK_MODULES = []
+MOCK_MODULES: List[str] = []
 sys.modules.update((mod_name, Mock()) for mod_name in MOCK_MODULES)
 
 # Read version from file
@@ -171,7 +172,7 @@ def setup(app):
 
 # -- Options for LaTeX output ------------------------------------------------
 
-latex_elements = {
+latex_elements: Dict[str, str] = {
     # The paper size ('letterpaper' or 'a4paper').
     #
     # 'papersize': 'letterpaper',
diff --git a/docs/misc/changelog.rst b/docs/misc/changelog.rst
index 5d2227f66..3ef78d5ce 100644
--- a/docs/misc/changelog.rst
+++ b/docs/misc/changelog.rst
@@ -16,6 +16,7 @@ Breaking Changes:
 
 New Features:
 ^^^^^^^^^^^^^
+- Introduced mypy type checking
 
 SB3-Contrib
 ^^^^^^^^^^^
diff --git a/setup.cfg b/setup.cfg
index eb3b04c71..6cf08b3e6 100644
--- a/setup.cfg
+++ b/setup.cfg
@@ -25,6 +25,60 @@ markers =
 inputs = stable_baselines3
 disable = pyi-error
 
+[mypy]
+ignore_missing_imports = True
+follow_imports = silent
+show_error_codes = True
+exclude = (?x)(
+    stable_baselines3/a2c/a2c.py$
+    | stable_baselines3/common/atari_wrappers.py$
+    | stable_baselines3/common/base_class.py$
+    | stable_baselines3/common/buffers.py$
+    | stable_baselines3/common/callbacks.py$
+    | stable_baselines3/common/distributions.py$
+    | stable_baselines3/common/env_util.py$
+    | stable_baselines3/common/envs/bit_flipping_env.py$
+    | stable_baselines3/common/envs/identity_env.py$
+    | stable_baselines3/common/envs/multi_input_envs.py$
+    | stable_baselines3/common/logger.py$
+    | stable_baselines3/common/monitor.py$
+    | stable_baselines3/common/off_policy_algorithm.py$
+    | stable_baselines3/common/on_policy_algorithm.py$
+    | stable_baselines3/common/policies.py$
+    | stable_baselines3/common/preprocessing.py$
+    | stable_baselines3/common/save_util.py$
+    | stable_baselines3/common/sb2_compat/rmsprop_tf_like.py$
+    | stable_baselines3/common/torch_layers.py$
+    | stable_baselines3/common/type_aliases.py$
+    | stable_baselines3/common/utils.py$
+    | stable_baselines3/common/vec_env/__init__.py$
+    | stable_baselines3/common/vec_env/base_vec_env.py$
+    | stable_baselines3/common/vec_env/dummy_vec_env.py$
+    | stable_baselines3/common/vec_env/stacked_observations.py$
+    | stable_baselines3/common/vec_env/subproc_vec_env.py$
+    | stable_baselines3/common/vec_env/util.py$
+    | stable_baselines3/common/vec_env/vec_check_nan.py$
+    | stable_baselines3/common/vec_env/vec_extract_dict_obs.py$
+    | stable_baselines3/common/vec_env/vec_frame_stack.py$
+    | stable_baselines3/common/vec_env/vec_monitor.py$
+    | stable_baselines3/common/vec_env/vec_normalize.py$
+    | stable_baselines3/common/vec_env/vec_transpose.py$
+    | stable_baselines3/common/vec_env/vec_video_recorder.py$
+    | stable_baselines3/dqn/dqn.py$
+    | stable_baselines3/dqn/policies.py$
+    | stable_baselines3/her/her_replay_buffer.py$
+    | stable_baselines3/ppo/ppo.py$
+    | stable_baselines3/sac/policies.py$
+    | stable_baselines3/sac/sac.py$
+    | stable_baselines3/td3/policies.py$
+    | stable_baselines3/td3/td3.py$
+    | tests/test_distributions.py$
+    | tests/test_logger.py$
+    | tests/test_tensorboard.py$
+    | tests/test_train_eval_mode.py$
+    | tests/test_vec_normalize.py$
+  )
+
 [flake8]
 ignore = W503,W504,E203,E231  # line breaks before and after binary operators
 # Ignore import not used when aliases are defined
diff --git a/setup.py b/setup.py
index bfcb56ca1..44bcb158d 100644
--- a/setup.py
+++ b/setup.py
@@ -95,6 +95,7 @@
             "pytest-xdist",
             # Type check
             "pytype",
+            "mypy",
             # Lint code
             "flake8>=3.8",
             # Find likely bugs
diff --git a/tests/test_utils.py b/tests/test_utils.py
index 34db00e0a..7b228f0aa 100644
--- a/tests/test_utils.py
+++ b/tests/test_utils.py
@@ -149,6 +149,7 @@ def test_evaluate_policy(direct_policy: bool):
     def dummy_callback(locals_, _globals):
         locals_["model"].n_callback_calls += 1
 
+    assert model.policy is not None
     policy = model.policy if direct_policy else model
     policy.n_callback_calls = 0
     _, episode_lengths = evaluate_policy(