diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index b50cc62..9d22a0a 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -22,9 +22,9 @@ jobs:
         python-version: [3.7, 3.8, 3.9]
 
     steps:
-    - uses: actions/checkout@v2
+    - uses: actions/checkout@v3
     - name: Set up Python ${{ matrix.python-version }}
-      uses: actions/setup-python@v2
+      uses: actions/setup-python@v4
       with:
         python-version: ${{ matrix.python-version }}
     - name: Install dependencies
diff --git a/docs/misc/changelog.rst b/docs/misc/changelog.rst
index 619e1eb..c3c455b 100644
--- a/docs/misc/changelog.rst
+++ b/docs/misc/changelog.rst
@@ -45,6 +45,7 @@ Others:
 - Fixed ``stable_baselines3/common/torch_layers.py`` type hint
 - Fixed ``stable_baselines3/common/env_util.py`` type hint
 - Exposed modules in ``__init__.py`` with the ``__all__`` attribute (@ZikangXiong)
+- Upgraded GitHub CI/setup-python to v4 and checkout to v3
 
 Documentation:
 ^^^^^^^^^^^^^^