diff --git a/CHANGELOG.md b/CHANGELOG.md
new file mode 100644
index 0000000..dee32ea
--- /dev/null
+++ b/CHANGELOG.md
@@ -0,0 +1,13 @@
+# Changelog
+
+All notable changes to this project will be documented in this file.
+
+The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
+and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
+
+## Unreleased
+
+## [0.1.0] - 2021-02-04
+### Added
+- Initial release.
+- Added sensors for Euro95, Diesel and LPG prices.
diff --git a/README.md b/README.md
index 2e8ee48..265fd24 100644
--- a/README.md
+++ b/README.md
@@ -44,3 +44,9 @@ sensor:
 ## Usage
 
 TODO
+
+## Changelog
+
+All notable changes to this project will be documented in the [changelog](./CHANGELOG.md).
+
+The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/), and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).