diff --git a/docs/guide/integrations.rst b/docs/guide/integrations.rst
index 9007ade..7f21bd3 100644
--- a/docs/guide/integrations.rst
+++ b/docs/guide/integrations.rst
@@ -137,3 +137,56 @@ Then, in this example, we train a PPO agent to play CartPole-v1 and push it to a
       filename="ppo-CartPole-v1",
       commit_message="Added Cartpole-v1 model trained with PPO",
   )
+
+MLFLow
+======
+
+If you want to use `MLFLow <https://github.com/mlflow/mlflow>`_ to track your SB3 experiments,
+you can adapt the following code which defines a custom logger output:
+
+.. code-block:: python
+
+  import sys
+  from typing import Any, Dict, Tuple, Union
+
+  import mlflow
+  import numpy as np
+
+  from stable_baselines3 import SAC
+  from stable_baselines3.common.logger import HumanOutputFormat, KVWriter, Logger
+
+
+  class MLflowOutputFormat(KVWriter):
+      """
+      Dumps key/value pairs into MLflow's numeric format.
+      """
+
+      def write(
+          self,
+          key_values: Dict[str, Any],
+          key_excluded: Dict[str, Union[str, Tuple[str, ...]]],
+          step: int = 0,
+      ) -> None:
+
+          for (key, value), (_, excluded) in zip(
+              sorted(key_values.items()), sorted(key_excluded.items())
+          ):
+
+              if excluded is not None and "mlflow" in excluded:
+                  continue
+
+              if isinstance(value, np.ScalarType):
+                  if not isinstance(value, str):
+                      mlflow.log_metric(key, value, step)
+
+
+  loggers = Logger(
+      folder=None,
+      output_formats=[HumanOutputFormat(sys.stdout), MLflowOutputFormat()],
+  )
+
+  with mlflow.start_run():
+      model = SAC("MlpPolicy", "Pendulum-v1", verbose=2)
+      # Set custom logger
+      model.set_logger(loggers)
+      model.learn(total_timesteps=10000, log_interval=1)
diff --git a/docs/misc/changelog.rst b/docs/misc/changelog.rst
index 42a1d5a..cb3a17f 100644
--- a/docs/misc/changelog.rst
+++ b/docs/misc/changelog.rst
@@ -39,6 +39,7 @@ Documentation:
 - Fix typo in PPO doc (@bcollazo)
 - Added link to PPO ICLR blog post
 - Added remark about breaking Markov assumption and timeout handling
+- Added doc about MLFlow integration via custom logger (@git-thor)
 
 
 Release 1.5.0 (2022-03-25)
@@ -968,4 +969,4 @@ And all the contributors:
 @wkirgsn @AechPro @CUN-bjy @batu @IljaAvadiev @timokau @kachayev @cleversonahum
 @eleurent @ac-93 @cove9988 @theDebugger811 @hsuehch @Demetrio92 @thomasgubler @IperGiove @ScheiklP
 @simoninithomas @armandpl @manuel-delverme @Gautam-J @gianlucadecola @buoyancy99 @caburu @xy9485
-@Gregwar @ycheng517 @quantitative-technologies @bcollazo
+@Gregwar @ycheng517 @quantitative-technologies @bcollazo @git-thor
diff --git a/stable_baselines3/common/logger.py b/stable_baselines3/common/logger.py
index 7cc3d0a..1295e5b 100644
--- a/stable_baselines3/common/logger.py
+++ b/stable_baselines3/common/logger.py
@@ -17,6 +17,7 @@ try:
 except ImportError:
     SummaryWriter = None
 
+
 DEBUG = 10
 INFO = 20
 WARN = 30
@@ -246,12 +247,13 @@ def filter_excluded_keys(
 
 
 class JSONOutputFormat(KVWriter):
-    def __init__(self, filename: str):
-        """
-        log to a file, in the JSON format
+    """
+    Log to a file, in the JSON format
 
-        :param filename: the file to write the log to
-        """
+    :param filename: the file to write the log to
+    """
+
+    def __init__(self, filename: str):
         self.file = open(filename, "wt")
 
     def write(self, key_values: Dict[str, Any], key_excluded: Dict[str, Union[str, Tuple[str, ...]]], step: int = 0) -> None:
@@ -287,13 +289,13 @@ class JSONOutputFormat(KVWriter):
 
 
 class CSVOutputFormat(KVWriter):
+    """
+    Log to a file, in a CSV format
+
+    :param filename: the file to write the log to
+    """
+
     def __init__(self, filename: str):
-        """
-        log to a file, in a CSV format
-
-        :param filename: the file to write the log to
-        """
-
         self.file = open(filename, "w+t")
         self.keys = []
         self.separator = ","
@@ -351,12 +353,13 @@ class CSVOutputFormat(KVWriter):
 
 
 class TensorBoardOutputFormat(KVWriter):
-    def __init__(self, folder: str):
-        """
-        Dumps key/value pairs into TensorBoard's numeric format.
+    """
+    Dumps key/value pairs into TensorBoard's numeric format.
 
-        :param folder: the folder to write the log to
-        """
+    :param folder: the folder to write the log to
+    """
+
+    def __init__(self, folder: str):
         assert SummaryWriter is not None, "tensorboard is not installed, you can use " "pip install tensorboard to do so"
         self.writer = SummaryWriter(log_dir=folder)