diff --git a/SECURITY.md b/SECURITY.md
new file mode 100644
index 000000000..93ad72344
--- /dev/null
+++ b/SECURITY.md
@@ -0,0 +1,16 @@
+# Security Policy
+
+## Supported Versions
+
+| Version | coverlet.collector | coverlet.console | coverlet.msbuild |
+| ------- | ------------------ |----------------- |----------------- |
+| 6.0.x   | :white_check_mark: | :white_check_mark: | :white_check_mark: |
+| < 6.0   | :x:                | :x: | :x: |
+
+## Reporting a Vulnerability
+
+Use this section to tell people how to report a vulnerability.
+
+Tell them where to go, how often they can expect to get an update on a
+reported vulnerability, what to expect if the vulnerability is accepted or
+declined, etc.