diff --git a/README.md b/README.md
index 9450c0bc51..11a9d4f720 100644
--- a/README.md
+++ b/README.md
@@ -933,6 +933,26 @@ In addition to the options provided in the base `OpenAI` client, the following o
 
 An example of using the client with Microsoft Entra ID (formerly known as Azure Active Directory) can be found [here](https://github.com/openai/openai-python/blob/main/examples/azure_ad.py).
 
+## CLI shell completion
+
+The `openai` CLI can generate shell completion scripts without extra dependencies:
+
+```sh
+# Bash
+eval "$(openai completion bash)"
+
+# Zsh
+eval "$(openai completion zsh)"
+
+# Fish
+openai completion fish > ~/.config/fish/completions/openai.fish
+
+# PowerShell
+openai completion powershell | Out-String | Invoke-Expression
+```
+
+To make Bash or Zsh completion persistent, write the generated script to a file loaded by your shell startup configuration.
+
 ## Versioning
 
 This package generally follows [SemVer](https://semver.org/spec/v2.0.0.html) conventions, though certain backwards-incompatible changes may be released as minor versions:
diff --git a/src/openai/cli/_cli.py b/src/openai/cli/_cli.py
index d31196da50..870437ddab 100644
--- a/src/openai/cli/_cli.py
+++ b/src/openai/cli/_cli.py
@@ -11,7 +11,7 @@
 
 import openai
 
-from . import _tools
+from . import _tools, _completion
 from .. import _ApiType, __version__
 from ._api import register_commands
 from ._utils import can_use_http2
@@ -120,6 +120,8 @@ def help() -> None:
     sub_tools = subparsers.add_parser("tools", help="Client side tools for convenience")
     _tools.register_commands(sub_tools, subparsers)
 
+    _completion.register(subparsers, parser)
+
     return parser
 
 
diff --git a/src/openai/cli/_completion.py b/src/openai/cli/_completion.py
new file mode 100644
index 0000000000..447e4d4d46
--- /dev/null
+++ b/src/openai/cli/_completion.py
@@ -0,0 +1,187 @@
+from __future__ import annotations
+
+import sys
+import argparse
+from typing import Literal
+
+from ._models import BaseModel
+
+Shell = Literal["bash", "zsh", "fish", "powershell"]
+
+
+class CompletionArgs(BaseModel):
+    shell: Shell
+
+
+def register(subparsers: argparse._SubParsersAction[argparse.ArgumentParser], parser: argparse.ArgumentParser) -> None:
+    sub = subparsers.add_parser(
+        "completion",
+        help="Generate shell completion script",
+        description="Generate a shell completion script for the OpenAI CLI.",
+    )
+    sub.add_argument(
+        "shell",
+        choices=("bash", "zsh", "fish", "powershell"),
+        help="Shell to generate completions for.",
+    )
+    sub.set_defaults(
+        func=lambda args: print_completion(parser, args.shell),
+        args_model=CompletionArgs,
+    )
+
+
+def print_completion(parser: argparse.ArgumentParser, shell: Shell) -> None:
+    sys.stdout.write(generate_completion(parser, shell))
+
+
+def generate_completion(parser: argparse.ArgumentParser, shell: Shell) -> str:
+    commands = _collect_commands(parser)
+    top_level = sorted(commands[()])
+    api_commands = sorted(commands.get(("api",), []))
+    tool_commands = sorted(commands.get(("tools",), []))
+    shells = ["bash", "zsh", "fish", "powershell"]
+
+    if shell == "bash":
+        return _bash(top_level, api_commands, tool_commands, shells)
+    if shell == "zsh":
+        return _zsh(top_level, api_commands, tool_commands, shells)
+    if shell == "fish":
+        return _fish(top_level, api_commands, tool_commands, shells)
+    return _powershell(top_level, api_commands, tool_commands, shells)
+
+
+def _collect_commands(parser: argparse.ArgumentParser) -> dict[tuple[str, ...], list[str]]:
+    commands: dict[tuple[str, ...], list[str]] = {}
+
+    def visit(current: argparse.ArgumentParser, path: tuple[str, ...]) -> None:
+        for action in current._actions:
+            choices = getattr(action, "choices", None)
+            if not isinstance(choices, dict) or not choices:
+                continue
+            subcommands = [name for name in choices if name != "completion"]
+            if path == ():
+                subcommands.append("completion")
+            commands[path] = sorted(set(subcommands))
+            for name, subparser in choices.items():
+                if isinstance(subparser, argparse.ArgumentParser):
+                    visit(subparser, (*path, name))
+
+    visit(parser, ())
+    return commands
+
+
+def _quote_words(words: list[str]) -> str:
+    return " ".join(words)
+
+
+def _bash(
+    top_level: list[str],
+    api_commands: list[str],
+    tool_commands: list[str],
+    shells: list[str],
+) -> str:
+    return f'''# bash completion for openai
+_openai_completion() {{
+    local cur root
+    COMPREPLY=()
+    cur="${{COMP_WORDS[COMP_CWORD]}}"
+    root="${{COMP_WORDS[1]}}"
+
+    case "$root" in
+        api)
+            if [[ $COMP_CWORD -eq 2 ]]; then
+                COMPREPLY=( $(compgen -W "{_quote_words(api_commands)}" -- "$cur") )
+            fi
+            ;;
+        tools)
+            if [[ $COMP_CWORD -eq 2 ]]; then
+                COMPREPLY=( $(compgen -W "{_quote_words(tool_commands)}" -- "$cur") )
+            fi
+            ;;
+        completion)
+            if [[ $COMP_CWORD -eq 2 ]]; then
+                COMPREPLY=( $(compgen -W "{_quote_words(shells)}" -- "$cur") )
+            fi
+            ;;
+        *)
+            if [[ "$cur" == -* ]]; then
+                COMPREPLY=( $(compgen -W "-v --verbose -b --api-base -k --api-key -p --proxy -o --organization -t --api-type --api-version --azure-endpoint --azure-ad-token -V --version -h --help" -- "$cur") )
+            else
+                COMPREPLY=( $(compgen -W "{_quote_words(top_level)}" -- "$cur") )
+            fi
+            ;;
+    esac
+}}
+complete -F _openai_completion openai
+'''
+
+
+def _zsh(
+    top_level: list[str],
+    api_commands: list[str],
+    tool_commands: list[str],
+    shells: list[str],
+) -> str:
+    return f"""#compdef openai
+# zsh completion for openai
+_openai() {{
+    local -a commands api_commands tool_commands shells
+    commands=({_quote_words(top_level)})
+    api_commands=({_quote_words(api_commands)})
+    tool_commands=({_quote_words(tool_commands)})
+    shells=({_quote_words(shells)})
+
+    case $words[2] in
+        api) _values 'api command' $api_commands ;;
+        tools) _values 'tool command' $tool_commands ;;
+        completion) _values 'shell' $shells ;;
+        *) _values 'command' $commands ;;
+    esac
+}}
+compdef _openai openai
+"""
+
+
+def _fish(
+    top_level: list[str],
+    api_commands: list[str],
+    tool_commands: list[str],
+    shells: list[str],
+) -> str:
+    lines = ["# fish completion for openai"]
+    for command in top_level:
+        lines.append(f"complete -c openai -n '__fish_use_subcommand' -a '{command}'")
+    for command in api_commands:
+        lines.append(f"complete -c openai -n '__fish_seen_subcommand_from api' -a '{command}'")
+    for command in tool_commands:
+        lines.append(f"complete -c openai -n '__fish_seen_subcommand_from tools' -a '{command}'")
+    for shell in shells:
+        lines.append(f"complete -c openai -n '__fish_seen_subcommand_from completion' -a '{shell}'")
+    return "\n".join(lines) + "\n"
+
+
+def _powershell(
+    top_level: list[str],
+    api_commands: list[str],
+    tool_commands: list[str],
+    shells: list[str],
+) -> str:
+    top_level_values = "', '".join(top_level)
+    api_values = "', '".join(api_commands)
+    tool_values = "', '".join(tool_commands)
+    shell_values = "', '".join(shells)
+    return f"""# PowerShell completion for openai
+Register-ArgumentCompleter -Native -CommandName openai -ScriptBlock {{
+    param($wordToComplete, $commandAst, $cursorPosition)
+    $words = $commandAst.CommandElements | ForEach-Object {{ $_.Extent.Text }}
+    $candidates = switch ($words[1]) {{
+        'api' {{ @('{api_values}') }}
+        'tools' {{ @('{tool_values}') }}
+        'completion' {{ @('{shell_values}') }}
+        default {{ @('{top_level_values}') }}
+    }}
+    $candidates | Where-Object {{ $_ -like "$wordToComplete*" }} | ForEach-Object {{
+        [System.Management.Automation.CompletionResult]::new($_, $_, 'ParameterValue', $_)
+    }}
+}}
+"""
diff --git a/tests/test_cli_completion.py b/tests/test_cli_completion.py
new file mode 100644
index 0000000000..bcdb3d7625
--- /dev/null
+++ b/tests/test_cli_completion.py
@@ -0,0 +1,34 @@
+from __future__ import annotations
+
+from openai.cli._cli import _build_parser
+from openai.cli._completion import generate_completion
+
+
+def test_bash_completion_includes_top_level_commands() -> None:
+    output = generate_completion(_build_parser(), "bash")
+
+    assert "complete -F _openai_completion openai" in output
+    assert "api completion" in output
+    assert "chat.completions.create" in output
+    assert "fine_tunes.prepare_data" in output
+
+
+def test_zsh_completion_includes_shell_choices() -> None:
+    output = generate_completion(_build_parser(), "zsh")
+
+    assert "#compdef openai" in output
+    assert "bash zsh fish powershell" in output
+
+
+def test_fish_completion_includes_completion_subcommand() -> None:
+    output = generate_completion(_build_parser(), "fish")
+
+    assert "complete -c openai -n '__fish_use_subcommand' -a 'completion'" in output
+    assert "__fish_seen_subcommand_from api" in output
+
+
+def test_powershell_completion_registers_openai() -> None:
+    output = generate_completion(_build_parser(), "powershell")
+
+    assert "Register-ArgumentCompleter -Native -CommandName openai" in output
+    assert "'completion' { @('bash', 'zsh', 'fish', 'powershell') }" in output