diff --git a/.ci/env/valgrind_setup.sh b/.ci/env/valgrind_setup.sh
new file mode 100644
index 00000000000..4341a2faa33
--- /dev/null
+++ b/.ci/env/valgrind_setup.sh
@@ -0,0 +1,7 @@
+wget https://sourceware.org/pub/valgrind/valgrind-3.22.0.tar.bz2
+tar -xjf valgrind-3.22.0.tar.bz2
+cd valgrind-3.22.0
+./configure --enable-only64bit
+make
+make install
+valgrind ls -l
\ No newline at end of file
diff --git a/.ci/pipeline/ci.yml b/.ci/pipeline/ci.yml
index 02fd1c90f87..0b7f099432a 100755
--- a/.ci/pipeline/ci.yml
+++ b/.ci/pipeline/ci.yml
@@ -558,6 +558,20 @@ jobs:
       fi
     displayName: 'bazel-cache-limit'
 
+- job: LinuxValgrind
+  # dependsOn: LinuxBazel
+  timeoutInMinutes: 0
+  pool:
+    vmImage: '$(VM_IMAGE)'
+  steps:
+  - script: |
+      valgrind_location=$(which valgrind)
+      echo "Valgrind location: $valgrind_location"
+      source .ci/env/valgrind_setup.sh
+    displayName: 'install-valgrind'
+
+
+
 - job: LinuxDaal4py
   dependsOn: LinuxMakeGNU_MKL
   timeoutInMinutes: 0