diff --git a/azure-pipelines.yml b/azure-pipelines.yml
index 85325c52e7e6d..b40d46bdebe02 100644
--- a/azure-pipelines.yml
+++ b/azure-pipelines.yml
@@ -24,7 +24,6 @@ jobs:
       # XXX next command should avoid redefining the path in every step, but
       # made the process crash as it couldn't find deactivate
       #echo '##vso[task.prependpath]$HOME/miniconda3/bin'
-      echo '##vso[task.setvariable variable=CONDA_ENV]pandas-dev'
       echo '##vso[task.setvariable variable=ENV_FILE]environment.yml'
       echo '##vso[task.setvariable variable=AZURE]true'
     displayName: 'Setting environment variables'
@@ -116,3 +115,65 @@ jobs:
       fi
     displayName: 'Running benchmarks'
     condition: true
+
+- job: 'Docs'
+  pool:
+    vmImage: ubuntu-16.04
+  timeoutInMinutes: 90
+  steps:
+  - script: |
+      echo '##vso[task.setvariable variable=ENV_FILE]ci/deps/travis-36-doc.yaml'
+    displayName: 'Setting environment variables'
+
+  - script: |
+      export PATH=$HOME/miniconda3/bin:$PATH
+      sudo apt-get install -y libc6-dev-i386
+      ci/setup_env.sh
+    displayName: 'Setup environment and build pandas'
+
+  - script: |
+      export PATH=$HOME/miniconda3/bin:$PATH
+      source activate pandas-dev
+      doc/make.py
+    displayName: 'Build documentation'
+
+  - script: |
+      cd doc/build/html
+      git init
+      touch .nojekyll
+      echo "dev.pandas.io" > CNAME
+      git add --all .
+      git config user.email "pandas-dev@python.org"
+      git config user.name "pandas-docs-bot"
+      git commit -m "pandas documentation in master"
+    displayName: 'Create git repo for docs build'
+    condition : |
+      and(not(eq(variables['Build.Reason'], 'PullRequest')),
+          eq(variables['Build.SourceBranch'], 'refs/heads/master'))
+
+  # For `InstallSSHKey@0` to work, next steps are required:
+  # 1. Generate a pair of private/public keys (i.e. `ssh-keygen -t rsa -b 4096 -C "your_email@example.com"`)
+  # 2. Go to "Library > Secure files" in the Azure Pipelines dashboard: https://dev.azure.com/pandas-dev/pandas/_library?itemType=SecureFiles
+  # 3. Click on "+ Secure file"
+  # 4. Upload the private key (the name of the file must match with the specified in "sshKeySecureFile" input below, "pandas_docs_key")
+  # 5. Click on file name after it is created, tick the box "Authorize for use in all pipelines" and save
+  # 6. The public key specified in "sshPublicKey" is the pair of the uploaded private key, and needs to be set as a deploy key of the repo where the docs will be pushed (with write access): https://github.com/pandas-dev/pandas-dev.github.io/settings/keys
+  - task: InstallSSHKey@0
+    inputs:
+      hostName: 'github.com,192.30.252.128 ssh-rsa AAAAB3NzaC1yc2EAAAABIwAAAQEAq2A7hRGmdnm9tUDbO9IDSwBK6TbQa+PXYPCPy6rbTrTtw7PHkccKrpp0yVhp5HdEIcKr6pLlVDBfOLX9QUsyCOV0wzfjIJNlGEYsdlLJizHhbn2mUjvSAHQqZETYP81eFzLQNnPHt4EVVUh7VfDESU84KezmD5QlWpXLmvU31/yMf+Se8xhHTvKSCZIFImWwoG6mbUoWf9nzpIoaSjB+weqqUUmpaaasXVal72J+UX2B+2RPW3RcT0eOzQgqlJL3RKrTJvdsjE3JEAvGq3lGHSZXy28G3skua2SmVi/w4yCE6gbODqnTWlg7+wC604ydGXA8VJiS5ap43JXiUFFAaQ=='
+      sshPublicKey: 'ssh-rsa AAAAB3NzaC1yc2EAAAADAQABAAACAQDHmz3l/EdqrgNxEUKkwDUuUcLv91unig03pYFGO/DMIgCmPdMG96zAgfnESd837Rm0wSSqylwSzkRJt5MV/TpFlcVifDLDQmUhqCeO8Z6dLl/oe35UKmyYICVwcvQTAaHNnYRpKC5IUlTh0JEtw9fGlnp1Ta7U1ENBLbKdpywczElhZu+hOQ892zqOj3CwA+U2329/d6cd7YnqIKoFN9DWT3kS5K6JE4IoBfQEVekIOs23bKjNLvPoOmi6CroAhu/K8j+NCWQjge5eJf2x/yTnIIP1PlEcXoHIr8io517posIx3TBup+CN8bNS1PpDW3jyD3ttl1uoBudjOQrobNnJeR6Rn67DRkG6IhSwr3BWj8alwUG5mTdZzwV5Pa9KZFdIiqX7NoDGg+itsR39QCn0thK8lGRNSR8KrWC1PSjecwelKBO7uQ7rnk/rkrZdBWR4oEA8YgNH8tirUw5WfOr5a0AIaJicKxGKNdMxZt+zmC+bS7F4YCOGIm9KHa43RrKhoGRhRf9fHHHKUPwFGqtWG4ykcUgoamDOURJyepesBAO3FiRE9rLU6ILbB3yEqqoekborHmAJD5vf7PWItW3Q/YQKuk3kkqRcKnexPyzyyq5lUgTi8CxxZdaASIOu294wjBhhdyHlXEkVTNJ9JKkj/obF+XiIIp0cBDsOXY9hDQ== pandas-dev@python.org'
+      sshKeySecureFile: 'pandas_docs_key'
+    displayName: 'Install GitHub ssh deployment key'
+    condition : |
+      and(not(eq(variables['Build.Reason'], 'PullRequest')),
+          eq(variables['Build.SourceBranch'], 'refs/heads/master'))
+
+  - script: |
+      cd doc/build/html
+      git remote add origin git@github.com:pandas-dev/pandas-dev.github.io.git
+      git push -f origin master
+      exit 0  # FIXME this will leave the build green even if the step fails. To be removed when we are confident with this.
+    displayName: 'Publish docs to GitHub pages'
+    condition : |
+      and(not(eq(variables['Build.Reason'], 'PullRequest')),
+          eq(variables['Build.SourceBranch'], 'refs/heads/master'))