diff --git a/README.md b/README.md
index c5ac4d3..52021e8 100644
--- a/README.md
+++ b/README.md
@@ -16,13 +16,21 @@ We wrote a tutorial on how to use 🤗 Hub and Stable-Baselines3 [here](https://
 If you use **Colab or a Virtual/Screenless Machine**, you can check Case 3 and Case 4.
 
 ### Case 1: I want to download a model from the Hub
+
+You will need to set the `TRUST_REMOTE_CODE` environment variable to `True` to allow the use of `pickle.load()`:
+
 ```python
+import os
 import gymnasium as gym
 
 from huggingface_sb3 import load_from_hub
 from stable_baselines3 import PPO
 from stable_baselines3.common.evaluation import evaluate_policy
 
+# Allow the use of `pickle.load()` when downloading model from the hub
+# Please make sure that the organization from which you download can be trusted
+os.environ["TRUST_REMOTE_CODE"] = "True"
+
 # Retrieve the model from the hub
 ## repo_id = id of the model repository from the Hugging Face Hub (repo_id = {organization}/{repo_name})
 ## filename = name of the model zip file from the repository
diff --git a/huggingface_sb3/load_from_hub.py b/huggingface_sb3/load_from_hub.py
index cc426b1..483aa37 100644
--- a/huggingface_sb3/load_from_hub.py
+++ b/huggingface_sb3/load_from_hub.py
@@ -1,3 +1,22 @@
+import os
+
+
+# Vendored from distutils.util
+def strtobool(val: str) -> bool:
+    """Convert a string representation of truth to true (1) or false (0).
+
+    True values are 'y', 'yes', 't', 'true', 'on', and '1';
+    False values are 'n', 'no', 'f', 'false', 'off', and '0'.
+    Raises ValueError if 'val' is anything else.
+    """
+    val = val.lower()
+    if val in {"y", "yes", "t", "true", "on", "1"}:
+        return 1
+    if val in {"n", "no", "f", "false", "off", "0"}:
+        return 0
+    raise ValueError(f"Invalid truth value {val!r}")
+
+
 def load_from_hub(repo_id: str, filename: str) -> str:
     """
     Download a model from Hugging Face Hub.
@@ -12,6 +31,17 @@ def load_from_hub(repo_id: str, filename: str) -> str:
             "See https://pypi.org/project/huggingface-hub/ for installation."
         )
 
+    # Copied from https://github.com/huggingface/transformers/pull/27776
+    if not strtobool(os.environ.get("TRUST_REMOTE_CODE", "False")):
+        raise ValueError(
+            "You are about to download a model from the HF hub that will be loaded using `pickle.load`. "
+            "`pickle.load` is insecure and will execute arbitrary code that is "
+            "potentially malicious. It's recommended to never unpickle data that could have come from an "
+            "untrusted source, or that could have been tampered with. If you trust the pickle "
+            "data and decided to use it, you can set the environment variable "
+            "`TRUST_REMOTE_CODE` to `True` to allow it."
+        )
+
     # Get the model from the Hub, download and cache the model on your local disk
     downloaded_model_file = hf_hub_download(
         repo_id=repo_id,
diff --git a/tests/test_load_from_hub.py b/tests/test_load_from_hub.py
index 1b70af0..0e15e83 100644
--- a/tests/test_load_from_hub.py
+++ b/tests/test_load_from_hub.py
@@ -1,3 +1,4 @@
+import os
 import sys
 
 import gymnasium as gym
@@ -6,6 +7,9 @@
 
 from huggingface_sb3 import EnvironmentName, ModelName, ModelRepoId, load_from_hub
 
+# Test models from sb3 organization can be trusted
+os.environ["TRUST_REMOTE_CODE"] = "True"
+
 
 def test_load_from_hub_with_naming_scheme_utils():
     # Retrieve the model from the hub