diff --git a/MANIFEST.in b/MANIFEST.in
index 31632acc3..7ce83c552 100644
--- a/MANIFEST.in
+++ b/MANIFEST.in
@@ -3,4 +3,4 @@ recursive-include pybind11/include/pybind11 *.h
 recursive-include pybind11 *.py
 recursive-include pybind11 py.typed
 include pybind11/share/cmake/pybind11/*.cmake
-include LICENSE README.rst pyproject.toml setup.py setup.cfg
+include LICENSE README.rst SECURITY.md pyproject.toml setup.py setup.cfg
diff --git a/SECURITY.md b/SECURITY.md
new file mode 100644
index 000000000..3d74611f2
--- /dev/null
+++ b/SECURITY.md
@@ -0,0 +1,13 @@
+# Security Policy
+
+## Supported Versions
+
+Security updates are applied only to the latest release.
+
+## Reporting a Vulnerability
+
+If you have discovered a security vulnerability in this project, please report it privately. **Do not disclose it as a public issue.** This gives us time to work with you to fix the issue before public exposure, reducing the chance that the exploit will be used before a patch is released.
+
+Please disclose it at [security advisory](https://github.com/pybind/pybind11/security/advisories/new).
+
+This project is maintained by a team of volunteers on a reasonable-effort basis. As such, please give us at least 90 days to work on a fix before public exposure.
diff --git a/tests/extra_python_package/test_files.py b/tests/extra_python_package/test_files.py
index e5982f962..5b9e14569 100644
--- a/tests/extra_python_package/test_files.py
+++ b/tests/extra_python_package/test_files.py
@@ -111,6 +111,7 @@ sdist_files = {
     "MANIFEST.in",
     "README.rst",
     "PKG-INFO",
+    "SECURITY.md",
 }
 
 local_sdist_files = {