diff --git a/doc/_templates/sourcelink.html b/doc/_templates/sourcelink.html
new file mode 100644
index 0000000000000..751f08ab31922
--- /dev/null
+++ b/doc/_templates/sourcelink.html
@@ -0,0 +1,15 @@
+{%- if show_source and has_source and sourcename %}
+  <h3>{{ _('This Page') }}</h3>
+  <ul class="this-page-menu">
+    <li><a href="{{ pathto('_sources/' + sourcename, true)|e }}"
+           rel="nofollow">{{ _('Show Source') }}</a></li>
+  {%- if show_on_github_url %}
+    <li><a href="{{ show_on_github_url }}"
+           rel="nofollow">{{ _('Show on GitHub') }}</a></li>
+  {%- endif %}
+  {%- if edit_on_github_url %}
+    <li><a href="{{ edit_on_github_url }}"
+           rel="nofollow">{{ _('Edit on GitHub') }}</a></li>
+  {%- endif %}
+  </ul>
+{%- endif %}
diff --git a/doc/source/conf.py b/doc/source/conf.py
index f222a228531ff..0a65786ce9ab6 100644
--- a/doc/source/conf.py
+++ b/doc/source/conf.py
@@ -69,6 +69,7 @@
     "sphinx.ext.mathjax",
     "sphinx.ext.todo",
     "nbsphinx",
+    "edit_on_github",
 ]
 
 exclude_patterns = [
@@ -114,8 +115,6 @@
                 ):
                     exclude_patterns.append(rel_fname)
                 elif single_doc and rel_fname != pattern:
-                    if "\\" in rel_fname:
-                        rel_fname = rel_fname.replace("\\", "/")
                     exclude_patterns.append(rel_fname)
 
 with open(os.path.join(source_path, "index.rst.template"), encoding="utf-8") as f:
@@ -149,6 +148,10 @@
 # https://sphinx-toggleprompt.readthedocs.io/en/stable/#offset
 toggleprompt_offset_right = 35
 
+# Configure the "Edit on GitHub links for Sphinx" extention
+edit_on_github_project = "pandas-dev/pandas"
+edit_on_github_branch = "main/doc/source"
+
 # Add any paths that contain templates here, relative to this directory.
 templates_path = ["../_templates"]
 
diff --git a/doc/sphinxext/edit_on_github.py b/doc/sphinxext/edit_on_github.py
new file mode 100644
index 0000000000000..e8d5bbf7d8849
--- /dev/null
+++ b/doc/sphinxext/edit_on_github.py
@@ -0,0 +1,42 @@
+"""
+Sphinx extension to add ReadTheDocs-style "Edit on GitHub" links to the
+sidebar.
+
+Loosely based on https://github.com/astropy/astropy/pull/347
+"""
+
+import os
+import warnings
+
+__licence__ = "BSD (3 clause)"
+
+
+def get_github_url(app, view, path):
+    return "https://github.com/{project}/{view}/{branch}/{path}".format(
+        project=app.config.edit_on_github_project,
+        view=view,
+        branch=app.config.edit_on_github_branch,
+        path=path,
+    )
+
+
+def html_page_context(app, pagename, templatename, context, doctree):
+    if templatename != "page.html":
+        return
+
+    if not app.config.edit_on_github_project:
+        warnings.warn("edit_on_github_project not specified")
+        return
+
+    path = os.path.relpath(doctree.get("source"), app.builder.srcdir)
+    show_url = get_github_url(app, "blob", path)
+    edit_url = get_github_url(app, "edit", path)
+
+    context["show_on_github_url"] = show_url
+    context["edit_on_github_url"] = edit_url
+
+
+def setup(app):
+    app.add_config_value("edit_on_github_project", "", True)
+    app.add_config_value("edit_on_github_branch", "master", True)
+    app.connect("html-page-context", html_page_context)