diff --git a/.coveragerc b/.coveragerc
new file mode 100644
index 0000000000..432fc5dff0
--- /dev/null
+++ b/.coveragerc
@@ -0,0 +1,8 @@
+[run]
+parallel = True
+source =
+    tests
+
+[paths]
+source =
+    tests/
diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 3e67c8f924..645ec84d51 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -125,6 +125,8 @@ jobs:
         -DPYBIND11_WERROR=ON
         -DDOWNLOAD_CATCH=ON
         -DDOWNLOAD_EIGEN=ON
+        -DCMAKE_BUILD_TYPE=Debug
+        -DPYBIND11_TEST_COVERAGE=ON
         -DCMAKE_CXX_STANDARD=17
         ${{ matrix.args }}
         ${{ matrix.args2 }}
@@ -135,6 +137,9 @@ jobs:
     - name: Python tests
       run: cmake --build build2 --target pytest
 
+    - name: Upload to Codecov
+      run: codecov --token "${{ secrets.CODECOV_TOKEN }}" --name "${{ matrix.python }}-${{ matrix.runs-on }}-${{ matrix.args }}"
+
     - name: C++ tests
       # TODO: Figure out how to load the DLL on Python 3.8+
       if: "!(runner.os == 'Windows' && (matrix.python == 3.8 || matrix.python == 3.9 || matrix.python == '3.10-dev'))"
@@ -273,7 +278,7 @@ jobs:
     - uses: actions/checkout@v2
 
     - name: Add wget and python3
-      run: apt-get update && apt-get install -y python3-dev python3-numpy python3-pytest libeigen3-dev
+      run: apt-get update && apt-get install -y python3-dev python3-numpy python3-pytest libeigen3-dev python3-pytest-cov
 
     - name: Configure
       shell: bash
@@ -308,7 +313,7 @@ jobs:
 
     # tzdata will try to ask for the timezone, so set the DEBIAN_FRONTEND
     - name: Install 🐍 3
-      run: apt-get update && DEBIAN_FRONTEND="noninteractive" apt-get install -y cmake git python3-dev python3-pytest python3-numpy
+      run: apt-get update && DEBIAN_FRONTEND="noninteractive" apt-get install -y cmake git python3-dev python3-pytest python3-numpy python3-pytest-cov
 
     - name: Configure
       run: cmake -S . -B build -DPYBIND11_CUDA_TESTS=ON -DPYBIND11_WERROR=ON -DDOWNLOAD_CATCH=ON
@@ -331,7 +336,7 @@ jobs:
 #    - uses: actions/checkout@v2
 #
 #    - name: Add Python 3 and a few requirements
-#      run: yum update -y && yum install -y git python3-devel python3-numpy python3-pytest make environment-modules
+#      run: yum update -y && yum install -y git python3-devel python3-numpy python3-pytest make environment-modules python3-pytest-cov
 #
 #    - name: Install CMake with pip
 #      run: |
@@ -435,7 +440,7 @@ jobs:
     - uses: actions/checkout@v1
 
     - name: Add Python 3
-      run: apt-get update; apt-get install -y python3-dev python3-numpy python3-pytest python3-pip libeigen3-dev
+      run: apt-get update; apt-get install -y python3-dev python3-numpy python3-pytest python3-pip libeigen3-dev python3-pytest-cov
 
     - name: Update pip
       run: python3 -m pip install --upgrade pip
diff --git a/tests/CMakeLists.txt b/tests/CMakeLists.txt
index 3bfd5f1cae..a527fa28d0 100644
--- a/tests/CMakeLists.txt
+++ b/tests/CMakeLists.txt
@@ -16,6 +16,9 @@ else()
   cmake_policy(VERSION 3.18)
 endif()
 
+if(MSVC)
+  set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} /EHsc")
+endif()
 # Only needed for CMake < 3.5 support
 include(CMakeParseArguments)
 
@@ -308,6 +311,10 @@ if(PYBIND11_CUDA_TESTS)
   set_property(SOURCE ${PYBIND11_TEST_FILES} PROPERTY LANGUAGE CUDA)
 endif()
 
+set(PYBIND11_TEST_COVERAGE
+    OFF
+    CACHE BOOL "Collect test coverage for C++ and Python")
+
 foreach(target ${test_targets})
   set(test_files ${PYBIND11_TEST_FILES})
   if(NOT "${target}" STREQUAL "pybind11_tests")
@@ -349,6 +356,11 @@ foreach(target ${test_targets})
     target_compile_definitions(${target} PRIVATE -DPYBIND11_TEST_BOOST)
   endif()
 
+  if(PYBIND11_TEST_COVERAGE AND NOT MSVC)
+    target_compile_options(${target} PRIVATE -coverage)
+    target_link_libraries(${target} PRIVATE -coverage)
+  endif()
+
   # Always write the output file directly into the 'tests' directory (even on MSVC)
   if(NOT CMAKE_LIBRARY_OUTPUT_DIRECTORY)
     set_target_properties(${target} PROPERTIES LIBRARY_OUTPUT_DIRECTORY
@@ -385,11 +397,17 @@ set(PYBIND11_TEST_PREFIX_COMMAND
     ""
     CACHE STRING "Put this before pytest, use for checkers and such")
 
+if(PYBIND11_TEST_COVERAGE)
+  set(PYBIND11_PYTEST_EXTRA_FLAGS "--cov=pybind11")
+else()
+  set(PYBIND11_PYTEST_EXTRA_FLAGS "")
+endif()
+
 # A single command to compile and run the tests
 add_custom_target(
   pytest
   COMMAND ${PYBIND11_TEST_PREFIX_COMMAND} ${PYTHON_EXECUTABLE} -m pytest
-          ${PYBIND11_ABS_PYTEST_FILES}
+          ${PYBIND11_PYTEST_EXTRA_FLAGS} ${PYBIND11_ABS_PYTEST_FILES}
   DEPENDS ${test_targets}
   WORKING_DIRECTORY "${CMAKE_CURRENT_BINARY_DIR}"
   USES_TERMINAL)
diff --git a/tests/requirements.txt b/tests/requirements.txt
index 0b383bf5c3..a0fb0e4bbb 100644
--- a/tests/requirements.txt
+++ b/tests/requirements.txt
@@ -1,9 +1,12 @@
 --extra-index-url https://antocuni.github.io/pypy-wheels/manylinux2010/
+codecov>=2.0.5
+coverage>=4.2
 numpy==1.16.6; python_version<"3.6" and sys_platform!="win32"
 numpy==1.18.0; platform_python_implementation=="PyPy" and sys_platform=="darwin" and python_version>="3.6"
 numpy==1.19.3; (platform_python_implementation!="PyPy" or sys_platform=="linux") and python_version>="3.6" and python_version<"3.10"
 pytest==4.6.9; python_version<"3.5"
 pytest==6.1.2; python_version=="3.5"
 pytest==6.2.1; python_version>="3.6"
+pytest-cov
 scipy==1.2.3; (platform_python_implementation!="PyPy" or sys_platform=="linux") and python_version<"3.6"
 scipy==1.5.4; (platform_python_implementation!="PyPy" or sys_platform=="linux") and python_version>="3.6" and python_version<"3.10"