diff --git a/.azure-pipelines.yml b/.azure-pipelines.yml
index c6321616124..d42a13291d4 100644
--- a/.azure-pipelines.yml
+++ b/.azure-pipelines.yml
@@ -69,6 +69,7 @@ jobs:
 ########################################################################################
 - job:
   displayName: 'Mac'
+  condition: False
 
   pool:
     vmImage: 'macOS-10.14'
@@ -171,6 +172,7 @@ jobs:
 ########################################################################################
 - job:
   displayName: 'Windows'
+  condition: False
 
   pool:
     vmImage: 'vs2017-win2016'
diff --git a/.github/workflows/ci_tests.yaml b/.github/workflows/ci_tests.yaml
new file mode 100644
index 00000000000..9f40a29fb7a
--- /dev/null
+++ b/.github/workflows/ci_tests.yaml
@@ -0,0 +1,98 @@
+# This workflow will install Python dependencies, run tests and lint with a single version of Python
+# For more information see: https://help.github.com/actions/language-and-framework-guides/using-python-with-github-actions
+
+name: Tests
+
+on:
+  push:
+    branches: [ master ]
+  pull_request:
+  # Schedule daily tests
+  schedule:
+    - cron: '0 0 * * *'
+
+jobs:
+  test:
+    name: ${{ matrix.os }} - Python ${{ matrix.python-version }}
+    runs-on: ${{ matrix.os }}
+    strategy:
+      fail-fast: false
+      matrix:
+        python-version: [3.6, 3.7, 3.8]
+        os: [ubuntu-latest, macOS-latest, windows-latest]
+
+    steps:
+      # Checkout current git repository
+      - name: Checkout
+        uses: actions/checkout@v2.3.1
+        with:
+          # fecth all history so that versioneer works
+          fetch-depth: 0
+
+      # Setup Miniconda
+      - name: Setup Miniconda
+        uses: goanpeca/setup-miniconda@v1.6.0
+        with:
+          python-version: ${{ matrix.python-version }}
+          channels: conda-forge
+
+      # Install GMT and other required dependencies from conda-forge
+      - name: Install GMT and required dependencies
+        shell: bash -l {0}
+        run: |
+          requirements_file=full-conda-requirements.txt
+          cat requirements.txt requirements-dev.txt > $requirements_file
+          cat << EOF >> $requirements_file
+          gmt=6.0.0
+          make
+          EOF
+          conda install --yes --file $requirements_file
+
+      # Show installed pkg information for postmortem diagnostic
+      - name: List installed packages
+        shell: bash -l {0}
+        run: conda list
+
+      # Cache the ${HOME}/.gmt directory, for docs and testing
+      - name: Cache GMT directory
+        uses: actions/cache@v2
+        id: cache
+        with:
+          path: |
+            ~/.gmt/cache
+            ~/.gmt/server
+          key: cache-gmt-${{ github.ref }}-${{ runner.os }}-20200609
+          restore-keys: cache-gmt-refs/heads/master-
+
+      # Workaround for the timeouts of 'gmt which' on Linux and Windows
+      - name: Download remote data using wget (Linux & Windows)
+        shell: bash -l {0}
+        run: |
+          if [ "$RUNNER_OS" == "Windows" ]; then choco install wget; fi  # install wget on Windows
+          mkdir ~/.gmt ~/.gmt/cache ~/.gmt/server
+          wget --no-check-certificate https://oceania.generic-mapping-tools.org/gmt_hash_server.txt -P ~/.gmt/server/
+          for data in earth_relief_01d.grd earth_relief_30m.grd earth_relief_10m.grd; do
+            wget --no-check-certificate https://oceania.generic-mapping-tools.org/${data} -P ~/.gmt/server/
+          done
+          for data in ridge.txt Table_5_11.txt tut_bathy.nc tut_quakes.ngdc tut_ship.xyz usgs_quakes_22.txt; do
+            wget --no-check-certificate https://oceania.generic-mapping-tools.org/cache/${data} -P ~/.gmt/cache/
+          done
+        if: steps.cache.outputs.cache-hit != 'true' && runner.os != 'macOS'
+
+      # Download remote files, if not already cached
+      - name: Download remote data (macOS)
+        shell: bash -l {0}
+        run: gmt which -Gu @earth_relief_01d @earth_relief_30m @earth_relief_10m @ridge.txt @Table_5_11.txt @tut_bathy.nc @tut_quakes.ngdc @tut_ship.xyz @usgs_quakes_22.txt
+        if: steps.cache.outputs.cache-hit != 'true' && runner.os == 'macOS'
+
+      # Install the package that we want to test
+      - name: Install the package
+        shell: bash -l {0}
+        run: |
+          python setup.py sdist --formats=zip
+          pip install dist/*
+
+      # Run the tests
+      - name: Test with pytest
+        shell: bash -l {0}
+        run: make test PYTEST_EXTRA="-r P"
diff --git a/Makefile b/Makefile
index 97e93bcfbda..a861f3e409e 100644
--- a/Makefile
+++ b/Makefile
@@ -1,7 +1,7 @@
 # Build, package, test, and clean
 PROJECT=pygmt
 TESTDIR=tmp-test-dir-with-unique-name
-PYTEST_ARGS=--cov-config=../.coveragerc --cov-report=term-missing --cov=$(PROJECT) --doctest-modules -v --mpl --mpl-results-path=results --pyargs
+PYTEST_ARGS=--cov-config=../.coveragerc --cov-report=term-missing --cov=$(PROJECT) --doctest-modules -v --mpl --mpl-results-path=results --pyargs ${PYTEST_EXTRA}
 BLACK_FILES=$(PROJECT) setup.py doc/conf.py examples
 FLAKE8_FILES=$(PROJECT) setup.py
 LINT_FILES=$(PROJECT) setup.py
diff --git a/README.rst b/README.rst
index f20a8d9d59a..8f641844fc2 100644
--- a/README.rst
+++ b/README.rst
@@ -15,6 +15,9 @@ PyGMT
 .. image:: https://img.shields.io/azure-devops/build/GenericMappingTools/7682ad4e-76bb-4775-849e-7c4f8dce4e1a/3/master.svg?label=Mac|Windows&style=flat-square
     :alt: Azure Pipelines build status
     :target: https://dev.azure.com/GenericMappingTools/PyGMT/_build
+.. image:: https://github.com/GenericMappingTools/pygmt/workflows/Tests/badge.svg
+    :alt: GitHub Actions build status
+    :target: https://github.com/GenericMappingTools/pygmt/actions
 .. image:: https://img.shields.io/codecov/c/github/GenericMappingTools/pygmt/master.svg?style=flat-square
     :alt: Test coverage status
     :target: https://codecov.io/gh/GenericMappingTools/pygmt