diff --git a/CMakeLists.txt b/CMakeLists.txt
new file mode 100644
index 00000000..2560feeb
--- /dev/null
+++ b/CMakeLists.txt
@@ -0,0 +1,85 @@
+cmake_minimum_required(VERSION 3.3)
+project(lbfgspp VERSION 0.1.1 LANGUAGES CXX)
+
+# + ----------------- +
+# | BUILDING SETTINGS |
+# + ----------------- +
+
+if(NOT CMAKE_BUILD_TYPE)
+  set(CMAKE_BUILD_TYPE Release)
+endif(NOT CMAKE_BUILD_TYPE)
+
+# + ----------------- +
+# | COMPILATION FLAGS |
+# + ----------------- +
+
+include(CheckCXXCompilerFlag)
+check_cxx_compiler_flag(-Wall WALL_SUPPORTED)
+if(${WALL_SUPPORTED})
+  add_compile_options(-Wall)
+endif()
+
+# + --------------- +
+# | LBFGSpp LIBRARY |
+# + --------------- +
+
+add_library(lbfgspp INTERFACE)
+
+# + -------- +
+# | INCLUDES |
+# + -------- +
+
+target_include_directories(lbfgspp INTERFACE
+  $<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}/include>
+  $<INSTALL_INTERFACE:$<INSTALL_PREFIX>/include>
+)
+
+# + ----------------------- +
+# | FIND EXTERNAL LIBRARIES |
+# + ----------------------- +
+
+find_package(Eigen3 3.0 REQUIRED)
+target_link_libraries(lbfgspp INTERFACE Eigen3::Eigen)
+message("-- Eigen3 version: " ${EIGEN3_VERSION_STRING})
+
+# + ------------ +
+# | INSTALLATION |
+# + ------------ +
+
+# Copy headers folder
+install(
+  DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}/include/
+  DESTINATION include
+)
+# Create an export set
+install(TARGETS lbfgspp EXPORT lbfgsppTargets)
+
+include(CMakePackageConfigHelpers)
+# Version file
+write_basic_package_version_file(
+  ${CMAKE_CURRENT_BINARY_DIR}/lbfgspp-config-version.cmake
+  VERSION ${PROJECT_VERSION}
+  COMPATIBILITY AnyNewerVersion
+)
+# Config file
+configure_package_config_file(
+  ${CMAKE_CURRENT_SOURCE_DIR}/config.cmake.in
+  ${CMAKE_CURRENT_BINARY_DIR}/lbfgspp-config.cmake
+  INSTALL_DESTINATION lib/cmake/lbfgspp
+)
+# Targets files
+export(
+  EXPORT lbfgsppTargets
+  FILE ${CMAKE_CURRENT_BINARY_DIR}/lbfgspp-targets.cmake
+)
+install(
+  EXPORT lbfgsppTargets
+  FILE lbfgspp-targets.cmake
+  DESTINATION lib/cmake/lbfgspp
+)
+install(
+  FILES
+    ${CMAKE_CURRENT_BINARY_DIR}/lbfgspp-config.cmake
+    ${CMAKE_CURRENT_BINARY_DIR}/lbfgspp-config-version.cmake
+  DESTINATION lib/cmake/lbfgspp
+)
diff --git a/config.cmake.in b/config.cmake.in
new file mode 100644
index 00000000..a8952e22
--- /dev/null
+++ b/config.cmake.in
@@ -0,0 +1,6 @@
+# Dependencies
+include(CMakeFindDependencyMacro)
+
+find_dependency(Eigen3 3.0 REQUIRED)
+
+include(${CMAKE_CURRENT_LIST_DIR}/lbfgspp-targets.cmake)