diff --git a/doc/computing/parallelism.rst b/doc/computing/parallelism.rst
index 97e3e2866083f..b7add493a88b1 100644
--- a/doc/computing/parallelism.rst
+++ b/doc/computing/parallelism.rst
@@ -299,6 +299,13 @@ When this environment variable is set to a non zero value, the `Cython`
 derivative, `boundscheck` is set to `True`. This is useful for finding
 segfaults.
 
+`SKLEARN_BUILD_ENABLE_DEBUG_SYMBOLS`
+~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+When this environment variable is set to a non zero value, the debug symbols
+will be included in the compiled C extensions. Only debug symbols for POSIX
+systems is configured.
+
 `SKLEARN_PAIRWISE_DIST_CHUNK_SIZE`
 ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 
diff --git a/setup.py b/setup.py
index 13f44982dcfe1..aa1b328e41103 100755
--- a/setup.py
+++ b/setup.py
@@ -509,6 +509,16 @@ def configure_extension_modules():
         default_extra_compile_args = [f"/{optimization_level}"]
         default_libraries = []
 
+    build_with_debug_symbols = (
+        os.environ.get("SKLEARN_BUILD_ENABLE_DEBUG_SYMBOLS", "0") != "0"
+    )
+    if os.name == "posix":
+        if build_with_debug_symbols:
+            default_extra_compile_args.append("-g")
+        else:
+            # Setting -g0 will strip symbols, reducing the binary size of extensions
+            default_extra_compile_args.append("-g0")
+
     cython_exts = []
     for submodule, extensions in extension_config.items():
         submodule_parts = submodule.split(".")