diff --git a/.github/workflows/wheels.yml b/.github/workflows/wheels.yml
index ae3c6cab0216e..f0f3427961cb8 100644
--- a/.github/workflows/wheels.yml
+++ b/.github/workflows/wheels.yml
@@ -173,6 +173,20 @@ jobs:
             python: 310
             platform_id: macosx_x86_64
 
+          # MacOS arm64
+          - os: macos-latest
+            bitness: 64
+            python: 38
+            platform_id: macosx_arm64
+          - os: macos-latest
+            bitness: 64
+            python: 39
+            platform_id: macosx_arm64
+          - os: macos-latest
+            bitness: 64
+            python: 310
+            platform_id: macosx_arm64
+
     steps:
       - name: Checkout scikit-learn
         uses: actions/checkout@v1
@@ -190,10 +204,11 @@ jobs:
                             OPENBLAS_NUM_THREADS=2
                             SKLEARN_SKIP_NETWORK_TESTS=1
                             SKLEARN_BUILD_PARALLEL=3
-                            MACOSX_DEPLOYMENT_TARGET=10.13
           CIBW_BUILD: cp${{ matrix.python }}-${{ matrix.platform_id }}
+          CIBW_ARCHS: all
           CIBW_MANYLINUX_X86_64_IMAGE: ${{ matrix.manylinux_image }}
           CIBW_MANYLINUX_I686_IMAGE: ${{ matrix.manylinux_image }}
+          CIBW_TEST_SKIP: "*-macosx_arm64"
           CIBW_REPAIR_WHEEL_COMMAND_WINDOWS: bash build_tools/github/repair_windows_wheels.sh {wheel} {dest_dir} ${{ matrix.bitness }}
           CIBW_BEFORE_TEST_WINDOWS: bash build_tools/github/build_minimal_windows_image.sh ${{ matrix.python }} ${{ matrix.bitness }}
           CIBW_TEST_REQUIRES: pytest pandas threadpoolctl
diff --git a/build_tools/github/build_wheels.sh b/build_tools/github/build_wheels.sh
index 2671c50f66bb3..0a8f93e3d2c0b 100755
--- a/build_tools/github/build_wheels.sh
+++ b/build_tools/github/build_wheels.sh
@@ -8,11 +8,21 @@ if [[ "$RUNNER_OS" == "macOS" ]]; then
     # Make sure to use a libomp version binary compatible with the oldest
     # supported version of the macos SDK as libomp will be vendored into the
     # scikit-learn wheels for macos. The list of binaries are in
-    # https://packages.macports.org/libomp/.  Currently, the oldest
-    # supported macos version is: High Sierra / 10.13. When upgrading this, be
-    # sure to update the MACOSX_DEPLOYMENT_TARGET environment variable in
-    # wheels.yml accordingly. Note that Darwin_17 == High Sierra / 10.13.
-    wget https://packages.macports.org/libomp/libomp-11.0.1_0+universal.darwin_17.i386-x86_64.tbz2 -O libomp.tbz2
+    # https://packages.macports.org/libomp/.
+    if [[ "$CIBW_BUILD" == *-macosx_arm64 ]]; then
+        # arm64 builds must cross compile because CI is on x64
+        export PYTHON_CROSSENV=1
+        # SciPy requires 12.0 on arm to prevent kernel panics
+        # https://github.com/scipy/scipy/issues/14688
+        # We use the same deployment target to match SciPy.
+        export MACOSX_DEPLOYMENT_TARGET=12.0
+        wget https://packages.macports.org/libomp/libomp-11.0.1_0.darwin_20.arm64.tbz2 -O libomp.tbz2
+    else
+        # Currently, the oldest supported macos version is: High Sierra / 10.13.
+        # Note that Darwin_17 == High Sierra / 10.13.
+        export MACOSX_DEPLOYMENT_TARGET=10.13
+        wget https://packages.macports.org/libomp/libomp-11.0.1_0+universal.darwin_17.i386-x86_64.tbz2 -O libomp.tbz2
+    fi
     sudo tar -C / -xvjf libomp.tbz2 opt
 
     export CC=/usr/bin/clang
diff --git a/sklearn/_build_utils/openmp_helpers.py b/sklearn/_build_utils/openmp_helpers.py
index ebb3e67cd058f..192e96cd30765 100644
--- a/sklearn/_build_utils/openmp_helpers.py
+++ b/sklearn/_build_utils/openmp_helpers.py
@@ -49,6 +49,7 @@ def check_openmp_support():
     if "PYODIDE_PACKAGE_ABI" in os.environ:
         # Pyodide doesn't support OpenMP
         return False
+
     code = textwrap.dedent(
         """\
         #include <omp.h>
diff --git a/sklearn/_build_utils/pre_build_helpers.py b/sklearn/_build_utils/pre_build_helpers.py
index 15bf2ba41dbc5..bf898a1b6639f 100644
--- a/sklearn/_build_utils/pre_build_helpers.py
+++ b/sklearn/_build_utils/pre_build_helpers.py
@@ -102,6 +102,7 @@ def basic_check_build():
     if "PYODIDE_PACKAGE_ABI" in os.environ:
         # The following check won't work in pyodide
         return
+
     code = textwrap.dedent(
         """\
         #include <stdio.h>