diff --git a/.github/workflows/lint_fix.yml b/.github/workflows/lint_fix.yml
new file mode 100644
index 00000000000..b6da47e2651
--- /dev/null
+++ b/.github/workflows/lint_fix.yml
@@ -0,0 +1,61 @@
+name: Lint Fix
+
+on:
+  pull_request:
+    branches:
+      - main
+
+concurrency:
+  cancel-in-progress: true
+  group: ${{ github.workflow }}-${{ github.ref }}
+
+jobs:
+  lint-fix:
+    name: Fix linting issues
+    runs-on: ubuntu-latest
+    permissions:
+      contents: write
+      pull-requests: write
+
+    steps:
+      - name: Checkout Repository
+        uses: actions/checkout@v4
+        with:
+          ref: ${{ github.head_ref }}
+          repository: ${{ github.event.pull_request.head.repo.full_name }}
+          fetch-depth: 0
+          token: ${{ secrets.GITHUB_TOKEN }}
+
+      - name: Set up Python
+        uses: actions/setup-python@v4
+        with:
+          python-version: '3.10'
+
+      - name: Update pip to the latest version
+        run: |
+          python -m pip install --upgrade pip
+
+      - name: Set up Python tools
+        run: |
+          make dev
+
+      - name: Run format
+        run: |
+          make format
+
+      # Commit and push changes if any
+      - name: Check for changes
+        id: git-check
+        run: |
+          git diff --exit-code || echo "changes=true" >> $GITHUB_OUTPUT
+          git diff --cached --exit-code || echo "changes=true" >> $GITHUB_OUTPUT
+
+      - name: Commit and push if there are changes
+        if: steps.git-check.outputs.changes == 'true'
+        run: |
+          git config --local user.email "action@github.com"
+          git config --local user.name "github-actions[bot]"
+          git add -A
+          git commit -m "🤖 Auto-fix linting issues" || exit 0
+          git push
+
diff --git a/Makefile b/Makefile
index 40c80431875..7f226964871 100644
--- a/Makefile
+++ b/Makefile
@@ -1,4 +1,4 @@
-.PHONY: clean deepclean prerequisite dependencies lightgbm rl develop lint docs package test analysis all install dev black pylint flake8 mypy nbqa nbconvert lint build upload docs-gen
+.PHONY: clean deepclean prerequisite dependencies lightgbm rl develop lint docs package test analysis all install dev black format pylint flake8 mypy nbqa nbconvert lint build upload docs-gen
 #You can modify it according to your terminal
 SHELL := /bin/bash
 
@@ -118,6 +118,11 @@ dev: prerequisite all
 black:
 	black . -l 120 --check --diff --exclude qlib/_version.py
 
+# Format code with black (auto-fix).
+format:
+	black . -l 120 --exclude qlib/_version.py
+	nbqa black . -l 120
+
 # Check code folder with pylint.
 # TODO: These problems we will solve in the future. Important among them are: W0221, W0223, W0237, E1102
 # 	C0103: invalid-name