diff --git a/.github/workflows/wheels.yml b/.github/workflows/wheels.yml
index 8026996106d8b..42f35362a5739 100644
--- a/.github/workflows/wheels.yml
+++ b/.github/workflows/wheels.yml
@@ -67,6 +67,11 @@ jobs:
           - os: windows-latest
             python: 311
             platform_id: win_amd64
+          - os: windows-latest
+            python: 312
+            platform_id: win_amd64
+            # TODO: remove when Python 3.12 is released
+            prerelease: "True"
 
           # Linux 64 bit manylinux2014
           - os: ubuntu-latest
@@ -88,6 +93,12 @@ jobs:
             python: 311
             platform_id: manylinux_x86_64
             manylinux_image: manylinux2014
+          - os: ubuntu-latest
+            python: 312
+            platform_id: manylinux_x86_64
+            manylinux_image: manylinux2014
+            # TODO: remove when Python 3.12 is released
+            prerelease: "True"
 
           # MacOS x86_64
           - os: macos-latest
@@ -104,7 +115,10 @@ jobs:
             platform_id: macosx_x86_64
 
           # MacOS arm64
-          # The latest Python version is built and tested on CirrusCI
+          # The wheel for the latest Python version is built and tested on
+          # Cirrus CI but due to limited build time for free accounts on Cirrus
+          # CI, we build the macOS arm64 wheels for the other Python versions on
+          # Github Actions via cross-compilation (without running the tests).
           - os: macos-latest
             python: 38
             platform_id: macosx_arm64
@@ -114,6 +128,9 @@ jobs:
           - os: macos-latest
             python: 310
             platform_id: macosx_arm64
+          - os: macos-latest
+            python: 311
+            platform_id: macosx_arm64
 
     steps:
       - name: Checkout scikit-learn
@@ -128,6 +145,7 @@ jobs:
         env:
           CONFTEST_PATH: ${{ github.workspace }}/conftest.py
           CONFTEST_NAME: conftest.py
+          CIBW_PRERELEASE_PYTHONS: ${{ matrix.prerelease }}
           CIBW_ENVIRONMENT: SKLEARN_SKIP_NETWORK_TESTS=1
                             SKLEARN_BUILD_PARALLEL=3
           CIBW_BUILD: cp${{ matrix.python }}-${{ matrix.platform_id }}
diff --git a/build_tools/cirrus/arm_wheel.yml b/build_tools/cirrus/arm_wheel.yml
index 81acc7ed6a9fa..c5f5a34afa490 100644
--- a/build_tools/cirrus/arm_wheel.yml
+++ b/build_tools/cirrus/arm_wheel.yml
@@ -16,10 +16,17 @@ macos_arm64_wheel_task:
     # See `maint_tools/update_tracking_issue.py` for details on the permissions the token requires.
     BOT_GITHUB_TOKEN: ENCRYPTED[9b50205e2693f9e4ce9a3f0fcb897a259289062fda2f5a3b8aaa6c56d839e0854a15872f894a70fca337dd4787274e0f]
   matrix:
-    # Only the latest Python version is built and tested on CirrusCI, the other
-    # macos arm64 builds are on GitHub Actions
+    # Only the latest Python version is built and tested on Cirrus CI, the other
+    # macOS arm64 builds are on GitHub Actions. The reason is that macOS time is
+    # 5x more expensive than Linux times on Cirrus CI and the credits are limited
+    # (for free accounts).
+    # Note that the macOS arm64 builds are cross compiled on GitHub Actions (without
+    # running the tests) and while the macOS arm64 build for the latest Python version
+    # is actually tested on Cirrus CI.
     - env:
-        CIBW_BUILD: cp311-macosx_arm64
+        CIBW_BUILD: cp312-macosx_arm64
+        # TODO: remove when Python 3.12 is released
+        CIBW_PRERELEASE_PYTHONS: True
 
   conda_script:
     - curl -L --retry 10 -o ~/mambaforge.sh https://github.com/conda-forge/miniforge/releases/latest/download/Miniforge3-MacOSX-arm64.sh
@@ -68,6 +75,11 @@ linux_arm64_wheel_task:
         CIBW_TEST_SKIP: "*_aarch64"
     - env:
         CIBW_BUILD: cp311-manylinux_aarch64
+        CIBW_TEST_SKIP: "*_aarch64"
+    - env:
+        CIBW_BUILD: cp312-manylinux_aarch64
+        # TODO: remove when Python 3.12 is released
+        CIBW_PRERELEASE_PYTHONS: True
 
   cibuildwheel_script:
     - apt install -y python3 python-is-python3
diff --git a/build_tools/github/build_minimal_windows_image.sh b/build_tools/github/build_minimal_windows_image.sh
index 4399bfa80704e..aa7bfc3e31f9f 100755
--- a/build_tools/github/build_minimal_windows_image.sh
+++ b/build_tools/github/build_minimal_windows_image.sh
@@ -14,6 +14,9 @@ cp $WHEEL_PATH $WHEEL_NAME
 # Dot the Python version for identyfing the base Docker image
 PYTHON_VERSION=$(echo ${PYTHON_VERSION:0:1}.${PYTHON_VERSION:1:2})
 
+if [[ "$CIBW_PRERELEASE_PYTHONS" == "True" ]]; then
+    PYTHON_VERSION="$PYTHON_VERSION-rc"
+fi
 # Build a minimal Windows Docker image for testing the wheels
 docker build --build-arg PYTHON_VERSION=$PYTHON_VERSION \
              --build-arg WHEEL_NAME=$WHEEL_NAME \
diff --git a/setup.py b/setup.py
index f9ae13c94502b..ae2a2f9ea41f6 100755
--- a/setup.py
+++ b/setup.py
@@ -593,6 +593,7 @@ def setup_package():
             "Programming Language :: Python :: 3.9",
             "Programming Language :: Python :: 3.10",
             "Programming Language :: Python :: 3.11",
+            "Programming Language :: Python :: 3.12",
             "Programming Language :: Python :: Implementation :: CPython",
             "Programming Language :: Python :: Implementation :: PyPy",
         ],