diff --git a/README.md b/README.md
index 40fcdd3..efe1345 100644
--- a/README.md
+++ b/README.md
@@ -52,8 +52,9 @@ Here is Tianshou's other features:
 - Support any type of environment state/action (e.g. a dict, a self-defined class, ...) [Usage](https://tianshou.readthedocs.io/en/master/tutorials/cheatsheet.html#user-defined-environment-and-different-state-representation)
 - Support customized training process [Usage](https://tianshou.readthedocs.io/en/master/tutorials/cheatsheet.html#customize-training-process)
 - Support n-step returns estimation and prioritized experience replay for all Q-learning based algorithms; GAE, nstep and PER are very fast thanks to numba jit function and vectorized numpy operation
-- Support multi-agent RL [Usage](https://tianshou.readthedocs.io/en/master/tutorials/cheatsheet.html##multi-agent-reinforcement-learning)
+- Support multi-agent RL [Usage](https://tianshou.readthedocs.io/en/master/tutorials/cheatsheet.html#multi-agent-reinforcement-learning)
 - Support both [TensorBoard](https://www.tensorflow.org/tensorboard) and [W&B](https://wandb.ai/) log tools
+- Support multi-GPU training [Usage](https://tianshou.readthedocs.io/en/master/tutorials/cheatsheet.html#multi-gpu)
 - Comprehensive documentation, PEP8 code-style checking, type checking and [unit tests](https://github.com/thu-ml/tianshou/actions)
 
 In Chinese, Tianshou means divinely ordained and is derived to the gift of being born with. Tianshou is a reinforcement learning platform, and the RL algorithm does not learn from humans. So taking "Tianshou" means that there is no teacher to study with, but rather to learn by themselves through constant interaction with the environment.
diff --git a/docs/index.rst b/docs/index.rst
index a4dae5b..05645f5 100644
--- a/docs/index.rst
+++ b/docs/index.rst
@@ -45,6 +45,7 @@ Here is Tianshou's other features:
 * Support n-step returns estimation :meth:`~tianshou.policy.BasePolicy.compute_nstep_return` and prioritized experience replay :class:`~tianshou.data.PrioritizedReplayBuffer` for all Q-learning based algorithms; GAE, nstep and PER are very fast thanks to numba jit function and vectorized numpy operation
 * Support :doc:`/tutorials/tictactoe`
 * Support both `TensorBoard <https://www.tensorflow.org/tensorboard>`_ and `W&B <https://wandb.ai/>`_ log tools
+* Support multi-GPU training :ref:`multi_gpu`
 * Comprehensive `unit tests <https://github.com/thu-ml/tianshou/actions>`_, including functional checking, RL pipeline checking, documentation checking, PEP8 code-style checking, and type checking
 
 中文文档位于 `https://tianshou.readthedocs.io/zh/master/ <https://tianshou.readthedocs.io/zh/master/>`_
diff --git a/docs/spelling_wordlist.txt b/docs/spelling_wordlist.txt
index 3649df7..e8ebd82 100644
--- a/docs/spelling_wordlist.txt
+++ b/docs/spelling_wordlist.txt
@@ -33,6 +33,7 @@ fn
 boolean
 pre
 np
+cuda
 rnn
 rew
 pre
diff --git a/docs/tutorials/cheatsheet.rst b/docs/tutorials/cheatsheet.rst
index c224b19..bb04ab5 100644
--- a/docs/tutorials/cheatsheet.rst
+++ b/docs/tutorials/cheatsheet.rst
@@ -197,6 +197,35 @@ The above code supports only stacked-observation. If you want to use stacked-act
 - After applying wrapper: ``([s, a], a, [s', a'], r, d)`` stored in replay buffer, and get both stacked s and a.
 
 
+.. _multi_gpu:
+
+Multi-GPU Training
+------------------
+
+To enable training an RL agent with multiple GPUs for a standard environment (i.e., without nested observation) with default networks provided by Tianshou:
+
+1. Import :class:`~tianshou.utils.net.common.DataParallelNet` from ``tianshou.utils.net.common``;
+2. Change the ``device`` argument to ``None`` in the existing networks such as ``Net``, ``Actor``, ``Critic``, ``ActorProb``
+3. Apply ``DataParallelNet`` wrapper to these networks.
+
+::
+
+    from tianshou.utils.net.common import Net, DataParallelNet
+    from tianshou.utils.net.discrete import Actor, Critic
+
+    actor = DataParallelNet(Actor(net, args.action_shape, device=None).to(args.device))
+    critic = DataParallelNet(Critic(net, device=None).to(args.device))
+
+Yes, that's all! This general approach can be applied to almost all kinds of algorithms implemented in Tianshou.
+We provide a complete script to show how to run multi-GPU: `test/discrete/test_ppo.py <https://github.com/thu-ml/tianshou/blob/master/test/discrete/test_ppo.py>`_
+
+As for other cases such as customized network or environments that have a nested observation, here are the rules:
+
+1. The data format transformation (numpy -> cuda) is done in the ``DataParallelNet`` wrapper; your customized network should not apply any kinds of data format transformation;
+2. Create a similar class that inherit ``DataParallelNet``, which is only in charge of data format transformation (numpy -> cuda);
+3. Do the same things above.
+
+
 .. _self_defined_env:
 
 User-defined Environment and Different State Representation
diff --git a/test/continuous/test_ppo.py b/test/continuous/test_ppo.py
index 9bfb4e3..32d8411 100644
--- a/test/continuous/test_ppo.py
+++ b/test/continuous/test_ppo.py
@@ -110,8 +110,7 @@ def test_ppo(args=get_args()):
         reward_normalization=args.rew_norm,
         advantage_normalization=args.norm_adv,
         recompute_advantage=args.recompute_adv,
-        # dual_clip=args.dual_clip,
-        # dual clip cause monotonically increasing log_std :)
+        dual_clip=args.dual_clip,
         value_clip=args.value_clip,
         gae_lambda=args.gae_lambda,
         action_space=env.action_space
diff --git a/test/discrete/test_ppo.py b/test/discrete/test_ppo.py
index 8c14696..b952cc5 100644
--- a/test/discrete/test_ppo.py
+++ b/test/discrete/test_ppo.py
@@ -8,11 +8,11 @@ import torch
 from torch.utils.tensorboard import SummaryWriter
 
 from tianshou.data import Collector, VectorReplayBuffer
-from tianshou.env import DummyVectorEnv
+from tianshou.env import SubprocVectorEnv
 from tianshou.policy import PPOPolicy
 from tianshou.trainer import onpolicy_trainer
 from tianshou.utils import TensorboardLogger
-from tianshou.utils.net.common import ActorCritic, Net
+from tianshou.utils.net.common import ActorCritic, DataParallelNet, Net
 from tianshou.utils.net.discrete import Actor, Critic
 
 
@@ -57,11 +57,11 @@ def test_ppo(args=get_args()):
     args.action_shape = env.action_space.shape or env.action_space.n
     # train_envs = gym.make(args.task)
     # you can also use tianshou.env.SubprocVectorEnv
-    train_envs = DummyVectorEnv(
+    train_envs = SubprocVectorEnv(
         [lambda: gym.make(args.task) for _ in range(args.training_num)]
     )
     # test_envs = gym.make(args.task)
-    test_envs = DummyVectorEnv(
+    test_envs = SubprocVectorEnv(
         [lambda: gym.make(args.task) for _ in range(args.test_num)]
     )
     # seed
@@ -71,8 +71,14 @@ def test_ppo(args=get_args()):
     test_envs.seed(args.seed)
     # model
     net = Net(args.state_shape, hidden_sizes=args.hidden_sizes, device=args.device)
-    actor = Actor(net, args.action_shape, device=args.device).to(args.device)
-    critic = Critic(net, device=args.device).to(args.device)
+    if torch.cuda.is_available():
+        actor = DataParallelNet(
+            Actor(net, args.action_shape, device=None).to(args.device)
+        )
+        critic = DataParallelNet(Critic(net, device=None).to(args.device))
+    else:
+        actor = Actor(net, args.action_shape, device=args.device).to(args.device)
+        critic = Critic(net, device=args.device).to(args.device)
     actor_critic = ActorCritic(actor, critic)
     # orthogonal initialization
     for m in actor_critic.modules():
diff --git a/tianshou/utils/net/common.py b/tianshou/utils/net/common.py
index 5a84efa..5052c59 100644
--- a/tianshou/utils/net/common.py
+++ b/tianshou/utils/net/common.py
@@ -87,9 +87,14 @@ class MLP(nn.Module):
         self.output_dim = output_dim or hidden_sizes[-1]
         self.model = nn.Sequential(*model)
 
-    def forward(self, x: Union[np.ndarray, torch.Tensor]) -> torch.Tensor:
-        x = torch.as_tensor(x, device=self.device, dtype=torch.float32)  # type: ignore
-        return self.model(x.flatten(1))
+    def forward(self, s: Union[np.ndarray, torch.Tensor]) -> torch.Tensor:
+        if self.device is not None:
+            s = torch.as_tensor(
+                s,
+                device=self.device,  # type: ignore
+                dtype=torch.float32,
+            )
+        return self.model(s.flatten(1))  # type: ignore
 
 
 class Net(nn.Module):
@@ -278,3 +283,24 @@ class ActorCritic(nn.Module):
         super().__init__()
         self.actor = actor
         self.critic = critic
+
+
+class DataParallelNet(nn.Module):
+    """DataParallel wrapper for training agent with multi-GPU.
+
+    This class does only the conversion of input data type, from numpy array to torch's
+    Tensor. If the input is a nested dictionary, the user should create a similar class
+    to do the same thing.
+
+    :param nn.Module net: the network to be distributed in different GPUs.
+    """
+
+    def __init__(self, net: nn.Module) -> None:
+        super().__init__()
+        self.net = nn.DataParallel(net)
+
+    def forward(self, s: Union[np.ndarray, torch.Tensor], *args: Any,
+                **kwargs: Any) -> Tuple[Any, Any]:
+        if not isinstance(s, torch.Tensor):
+            s = torch.as_tensor(s, dtype=torch.float32)
+        return self.net(s=s.cuda(), *args, **kwargs)