diff --git a/docs/.gitignore b/docs/.gitignore
index 567609b..8fe054a 100644
--- a/docs/.gitignore
+++ b/docs/.gitignore
@@ -1 +1,2 @@
 build/
+src/changelog.md
diff --git a/docs/Project.toml b/docs/Project.toml
index adb16de..1e1f4e2 100644
--- a/docs/Project.toml
+++ b/docs/Project.toml
@@ -1,3 +1,4 @@
 [deps]
+Changelog = "5217a498-cd5d-4ec6-b8c2-9b85a09b6e3e"
 Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
 ZMQ = "c2297ded-f4af-51ae-bb23-16f91089e4e1"
diff --git a/docs/make.jl b/docs/make.jl
index 93ea695..2454665 100644
--- a/docs/make.jl
+++ b/docs/make.jl
@@ -1,4 +1,13 @@
 using Documenter, ZMQ
+import Changelog
+
+# Build the changelog
+Changelog.generate(
+    Changelog.Documenter(),
+    joinpath(@__DIR__, "src/_changelog.md"),
+    joinpath(@__DIR__, "src/changelog.md"),
+    repo="JuliaInterop/ZMQ.jl"
+)
 
 makedocs(
     modules = [ZMQ],
@@ -11,6 +20,7 @@ makedocs(
             "man/examples.md",
         ],
         "Reference" => "reference.md",
+        "Changelog" => "changelog.md"
     ],
     format = Documenter.HTML(prettyurls = get(ENV, "CI", nothing) == "true")
 )
diff --git a/docs/src/_changelog.md b/docs/src/_changelog.md
new file mode 100644
index 0000000..5ac219f
--- /dev/null
+++ b/docs/src/_changelog.md
@@ -0,0 +1,40 @@
+```@meta
+CurrentModule = ZMQ
+```
+
+# Changelog
+
+This documents notable changes in ZMQ.jl. The format is based on [Keep a
+Changelog](https://keepachangelog.com).
+
+
+## [v1.2.5] - 2024-05-28
+
+### Fixed
+
+- Fixed support for Julia 1.3 in the precompilation workload ([#237]).
+
+## [v1.2.4] - 2024-05-27
+
+### Changed
+
+- Refactored the internals to use the public `FileWatching.FDWatcher` instead of
+  `FileWatching._FDWatcher` ([#215]).
+
+### Fixed
+
+- Docstrings to inner constructors are now assigned properly ([#227]).
+- [`Socket`](@ref) now holds a reference to its [`Context`](@ref) to prevent it from
+  being garbage collected accidentally ([#229]).
+- Changed the precompilation workload to use any available port to avoid port
+  conflicts ([#234]).
+
+## [v1.2.3] - 2024-05-12
+
+### Added
+
+- Support for setting `ZMQ_IMMEDIATE` and `ZMQ_CONFLATE` on sockets ([#209],
+  [#222]).
+- Overloads for [`Message`](@ref) to allow deserializing them with MsgPack.jl
+  ([#214]).
+- A precompilation workload to improve TTFX ([#224]).