diff --git a/tensorflow_privacy/privacy/keras_models/BUILD b/tensorflow_privacy/privacy/keras_models/BUILD
new file mode 100644
index 0000000..3b3754f
--- /dev/null
+++ b/tensorflow_privacy/privacy/keras_models/BUILD
@@ -0,0 +1,15 @@
+package(default_visibility = ["//visibility:public"])
+
+licenses(["notice"])
+
+py_library(
+    name = "dp_keras_model",
+    srcs = [
+        "dp_keras_model.py",
+    ],
+    deps = [
+        "//third_party/py/tensorflow",
+        "//third_party/tensorflow/compiler/jit:xla_cpu_jit",
+        "//third_party/tensorflow/compiler/jit:xla_gpu_jit",
+    ],
+)
diff --git a/tensorflow_privacy/privacy/keras_models/__init__.py b/tensorflow_privacy/privacy/keras_models/__init__.py
new file mode 100644
index 0000000..e69de29
diff --git a/tensorflow_privacy/privacy/keras_models/dp_keras_model.py b/tensorflow_privacy/privacy/keras_models/dp_keras_model.py
new file mode 100644
index 0000000..d644203
--- /dev/null
+++ b/tensorflow_privacy/privacy/keras_models/dp_keras_model.py
@@ -0,0 +1,94 @@
+# Copyright 2021, The TensorFlow Authors.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#      http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+"""Keras Model for vectorized dpsgd with XLA acceleration."""
+
+import tensorflow as tf
+
+
+def make_dp_model_class(cls):
+  """Given a subclass of `tf.keras.Model`, returns a DP-SGD version of it."""
+
+  class DPModelClass(cls):
+    """A DP  version of `cls`, which should be a subclass of `tf.keras.Model`."""
+
+    def __init__(
+        self,
+        l2_norm_clip,
+        noise_multiplier,
+        use_xla=True,
+        *args,  # pylint: disable=keyword-arg-before-vararg, g-doc-args
+        **kwargs):
+      """Initializes the DPModelClass.
+
+        Args:
+            l2_norm_clip: Clipping norm (max L2 norm of per microbatch
+              gradients).
+            noise_multiplier: Ratio of the standard deviation to the clipping
+              norm.
+            use_xla: If True, compiles train_step to XLA.
+      """
+      super(DPModelClass, self).__init__(*args, **kwargs)
+      self._l2_norm_clip = l2_norm_clip
+      self._noise_multiplier = noise_multiplier
+
+      if use_xla:
+        self.train_step = tf.function(
+            self.train_step, experimental_compile=True)
+
+    def _process_per_example_grads(self, grads):
+      grads_flat = tf.nest.flatten(grads)
+      squared_l2_norms = [
+          tf.reduce_sum(input_tensor=tf.square(g)) for g in grads_flat
+      ]
+      global_norm = tf.sqrt(tf.add_n(squared_l2_norms))
+      div = tf.maximum(global_norm / self._l2_norm_clip, 1.)
+      clipped_flat = [g / div for g in grads_flat]
+      return tf.nest.pack_sequence_as(grads, clipped_flat)
+
+    def _reduce_per_example_grads(self, stacked_grads):
+      summed_grads = tf.reduce_sum(input_tensor=stacked_grads, axis=0)
+      noise_stddev = self._l2_norm_clip * self._noise_multiplier
+      noise = tf.random.normal(
+          tf.shape(input=summed_grads), stddev=noise_stddev)
+      noised_grads = summed_grads + noise
+      return noised_grads / tf.cast(stacked_grads.shape[0], noised_grads.dtype)
+
+    def _compute_per_example_grads(self, data):
+      x, y = data
+      with tf.GradientTape() as tape:
+        # We need to add the extra dimension to x and y because model
+        # expects batched input.
+        y_pred = self(x[None], training=True)
+        loss = self.compiled_loss(
+            y[None], y_pred, regularization_losses=self.losses)
+
+      grads_list = tape.gradient(loss, self.trainable_variables)
+      clipped_grads = self._process_per_example_grads(grads_list)
+      return tf.squeeze(y_pred, axis=0), loss, clipped_grads
+
+    def train_step(self, data):
+      _, y = data
+      y_pred, _, per_eg_grads = tf.vectorized_map(
+          self._compute_per_example_grads, data)
+      grads = tf.nest.map_structure(self._reduce_per_example_grads,
+                                    per_eg_grads)
+      self.optimizer.apply_gradients(zip(grads, self.trainable_variables))
+      self.compiled_metrics.update_state(y, y_pred)
+      return {m.name: m.result() for m in self.metrics}
+
+  return DPModelClass
+
+
+DPModel = make_dp_model_class(tf.keras.Model)
+DPSequential = make_dp_model_class(tf.keras.Sequential)
diff --git a/tutorials/mnist_dpsgd_tutorial_keras_model.py b/tutorials/mnist_dpsgd_tutorial_keras_model.py
new file mode 100644
index 0000000..de59a09
--- /dev/null
+++ b/tutorials/mnist_dpsgd_tutorial_keras_model.py
@@ -0,0 +1,145 @@
+# Copyright 2021, The TensorFlow Authors.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#      http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+"""Training a CNN on MNIST with Keras and the DP SGD optimizer."""
+
+from __future__ import absolute_import
+from __future__ import division
+from __future__ import print_function
+
+from absl import app
+from absl import flags
+from absl import logging
+
+import numpy as np
+import tensorflow as tf
+
+from tensorflow_privacy.privacy.analysis.rdp_accountant import compute_rdp
+from tensorflow_privacy.privacy.analysis.rdp_accountant import get_privacy_spent
+from tensorflow_privacy.privacy.keras_models.dp_keras_model import DPSequential
+
+flags.DEFINE_boolean(
+    'dpsgd', True, 'If True, train with DP-SGD. If False, '
+    'train with vanilla SGD.')
+flags.DEFINE_float('learning_rate', 0.15, 'Learning rate for training')
+flags.DEFINE_float('noise_multiplier', 0.1,
+                   'Ratio of the standard deviation to the clipping norm')
+flags.DEFINE_float('l2_norm_clip', 1.0, 'Clipping norm')
+flags.DEFINE_integer('batch_size', 250, 'Batch size')
+flags.DEFINE_integer('epochs', 60, 'Number of epochs')
+flags.DEFINE_integer(
+    'microbatches', 250, 'Number of microbatches '
+    '(must evenly divide batch_size)')
+flags.DEFINE_string('model_dir', None, 'Model directory')
+
+FLAGS = flags.FLAGS
+
+
+def compute_epsilon(steps):
+  """Computes epsilon value for given hyperparameters."""
+  if FLAGS.noise_multiplier == 0.0:
+    return float('inf')
+  orders = [1 + x / 10. for x in range(1, 100)] + list(range(12, 64))
+  sampling_probability = FLAGS.batch_size / 60000
+  rdp = compute_rdp(
+      q=sampling_probability,
+      noise_multiplier=FLAGS.noise_multiplier,
+      steps=steps,
+      orders=orders)
+  # Delta is set to 1e-5 because MNIST has 60000 training points.
+  return get_privacy_spent(orders, rdp, target_delta=1e-5)[0]
+
+
+def load_mnist():
+  """Loads MNIST and preprocesses to combine training and validation data."""
+  train, test = tf.keras.datasets.mnist.load_data()
+  train_data, train_labels = train
+  test_data, test_labels = test
+
+  train_data = np.array(train_data, dtype=np.float32) / 255
+  test_data = np.array(test_data, dtype=np.float32) / 255
+
+  train_data = train_data.reshape((train_data.shape[0], 28, 28, 1))
+  test_data = test_data.reshape((test_data.shape[0], 28, 28, 1))
+
+  train_labels = np.array(train_labels, dtype=np.int32)
+  test_labels = np.array(test_labels, dtype=np.int32)
+
+  train_labels = tf.keras.utils.to_categorical(train_labels, num_classes=10)
+  test_labels = tf.keras.utils.to_categorical(test_labels, num_classes=10)
+
+  assert train_data.min() == 0.
+  assert train_data.max() == 1.
+  assert test_data.min() == 0.
+  assert test_data.max() == 1.
+
+  return train_data, train_labels, test_data, test_labels
+
+
+def main(unused_argv):
+  logging.set_verbosity(logging.INFO)
+  if FLAGS.dpsgd and FLAGS.batch_size % FLAGS.microbatches != 0:
+    raise ValueError('Number of microbatches should divide evenly batch_size')
+
+  # Load training and test data.
+  train_data, train_labels, test_data, test_labels = load_mnist()
+
+  # Define a sequential Keras model
+  layers = [
+      tf.keras.layers.Conv2D(
+          16,
+          8,
+          strides=2,
+          padding='same',
+          activation='relu',
+          input_shape=(28, 28, 1)),
+      tf.keras.layers.MaxPool2D(2, 1),
+      tf.keras.layers.Conv2D(
+          32, 4, strides=2, padding='valid', activation='relu'),
+      tf.keras.layers.MaxPool2D(2, 1),
+      tf.keras.layers.Flatten(),
+      tf.keras.layers.Dense(32, activation='relu'),
+      tf.keras.layers.Dense(10)
+  ]
+  if FLAGS.dpsgd:
+    model = DPSequential(
+        l2_norm_clip=FLAGS.l2_norm_clip,
+        noise_multiplier=FLAGS.noise_multiplier,
+        layers=layers)
+  else:
+    model = tf.keras.Sequential(layers=layers)
+
+  optimizer = tf.keras.optimizers.SGD(learning_rate=FLAGS.learning_rate)
+  loss = tf.keras.losses.CategoricalCrossentropy(from_logits=True)
+
+  # Compile model with Keras
+  model.compile(optimizer=optimizer, loss=loss, metrics=['accuracy'])
+
+  # Train model with Keras
+  model.fit(
+      train_data,
+      train_labels,
+      epochs=FLAGS.epochs,
+      validation_data=(test_data, test_labels),
+      batch_size=FLAGS.batch_size)
+
+  # Compute the privacy budget expended.
+  if FLAGS.dpsgd:
+    eps = compute_epsilon(FLAGS.epochs * 60000 // FLAGS.batch_size)
+    print('For delta=1e-5, the current epsilon is: %.2f' % eps)
+  else:
+    print('Trained with vanilla non-private SGD optimizer')
+
+
+if __name__ == '__main__':
+  app.run(main)