diff --git a/CMakeLists.txt b/CMakeLists.txt
index 98e1ac9f2690ea6525d0807da4d21eaa3736967c..ed3120f399b6444c801c6fffa435b9835fec90e0 100644
--- a/CMakeLists.txt
+++ b/CMakeLists.txt
@@ -175,6 +175,7 @@ include(external/any)       # download libn::any
 include(external/eigen)     # download eigen3
 include(external/pybind11)  # download pybind11
 include(external/cares)
+include(external/cub)
 
 if(WITH_DISTRIBUTE)
     if(WITH_GRPC)
diff --git a/cmake/external/cub.cmake b/cmake/external/cub.cmake
new file mode 100644
index 0000000000000000000000000000000000000000..c94849cf4b96746e6c507db2a6310c2f305dacf5
--- /dev/null
+++ b/cmake/external/cub.cmake
@@ -0,0 +1,35 @@
+if(NOT WITH_GPU)
+  return()
+endif()
+
+include(ExternalProject)
+
+set(CUB_SOURCE_DIR ${THIRD_PARTY_PATH}/cub)
+set(CUB_INCLUDE_DIR ${CUB_SOURCE_DIR}/src/extern_cub)
+
+include_directories(${CUB_INCLUDE_DIR})
+
+ExternalProject_Add(
+  extern_cub
+  ${EXTERNAL_PROJECT_LOG_ARGS}
+  GIT_REPOSITORY "https://github.com/NVlabs/cub.git"
+  GIT_TAG        "v1.8.0"
+  PREFIX         ${CUB_SOURCE_DIR}
+  UPDATE_COMMAND ""
+  CONFIGURE_COMMAND ""
+  BUILD_COMMAND     ""
+  INSTALL_COMMAND   ""
+  TEST_COMMAND      ""
+)
+
+if(${CMAKE_VERSION} VERSION_LESS "3.3.0")
+  set(dummyfile ${CMAKE_CURRENT_BINARY_DIR}/cub_dummy.c)
+  file(WRITE ${dummyfile} "const char *dummy = \"${dummyfile}\";")
+  add_library(cub STATIC ${dummyfile})
+else()
+  add_library(cub INTERFACE)
+endif()
+
+add_dependencies(cub extern_cub)
+
+LIST(APPEND externl_project_dependencies cub)