diff --git a/.github/workflows/code-checks.yml b/.github/workflows/code-checks.yml
index 66bc7cd917b31..7a90e1bec7783 100644
--- a/.github/workflows/code-checks.yml
+++ b/.github/workflows/code-checks.yml
@@ -79,6 +79,10 @@ jobs:
       run: ci/code_checks.sh docstrings
       if: ${{ steps.build.outcome == 'success' && always() }}
 
+    - name: Run check of documentation notebooks
+      run: ci/code_checks.sh notebooks
+      if: ${{ steps.build.outcome == 'success' && always() }}
+
     - name: Use existing environment for type checking
       run: |
         echo $PATH >> $GITHUB_PATH
diff --git a/ci/code_checks.sh b/ci/code_checks.sh
index c6067faf92d37..3c1362b1ac83e 100755
--- a/ci/code_checks.sh
+++ b/ci/code_checks.sh
@@ -12,9 +12,10 @@
 #   $ ./ci/code_checks.sh doctests      # run doctests
 #   $ ./ci/code_checks.sh docstrings    # validate docstring errors
 #   $ ./ci/code_checks.sh single-docs   # check single-page docs build warning-free
+#   $ ./ci/code_checks.sh notebooks     # check execution of documentation notebooks
 
-[[ -z "$1" || "$1" == "code" || "$1" == "doctests" || "$1" == "docstrings" || "$1" == "single-docs" ]] || \
-    { echo "Unknown command $1. Usage: $0 [code|doctests|docstrings]"; exit 9999; }
+[[ -z "$1" || "$1" == "code" || "$1" == "doctests" || "$1" == "docstrings" || "$1" == "single-docs" || "$1" == "notebooks" ]] || \
+    { echo "Unknown command $1. Usage: $0 [code|doctests|docstrings|single-docs|notebooks]"; exit 9999; }
 
 BASE_DIR="$(dirname $0)/.."
 RET=0
@@ -84,6 +85,15 @@ if [[ -z "$CHECK" || "$CHECK" == "docstrings" ]]; then
 
 fi
 
+### DOCUMENTATION NOTEBOOKS ###
+if [[ -z "$CHECK" || "$CHECK" == "notebooks" ]]; then
+
+    MSG='Notebooks' ; echo $MSG
+    jupyter nbconvert --execute $(find doc/source -name '*.ipynb') --to notebook
+    RET=$(($RET + $?)) ; echo $MSG "DONE"
+
+fi
+
 ### SINGLE-PAGE DOCS ###
 if [[ -z "$CHECK" || "$CHECK" == "single-docs" ]]; then
     python doc/make.py --warnings-are-errors --single pandas.Series.value_counts