diff --git a/doc/en/conf.py b/doc/en/conf.py
index 1a6ef7ca8..c0c71cf05 100644
--- a/doc/en/conf.py
+++ b/doc/en/conf.py
@@ -112,6 +112,19 @@ pygments_style = "sphinx"
 # A list of ignored prefixes for module index sorting.
 # modindex_common_prefix = []
 
+# A list of regular expressions that match URIs that should not be checked when
+# doing a linkcheck.
+linkcheck_ignore = [
+    "https://github.com/numpy/numpy/blob/master/doc/release/1.16.0-notes.rst#new-deprecations",
+    "https://blogs.msdn.microsoft.com/bharry/2017/06/28/testing-in-a-cloud-delivery-cadence/",
+    "http://pythontesting.net/framework/pytest-introduction/",
+    r"https://github.com/pytest-dev/pytest/issues/\d+",
+    r"https://github.com/pytest-dev/pytest/pull/\d+",
+]
+
+# The number of worker threads to use when checking links (default=5).
+linkcheck_workers = 5
+
 
 # -- Options for HTML output ---------------------------------------------------
 
diff --git a/scripts/release.py b/scripts/release.py
index 5009df359..884d9bfb1 100644
--- a/scripts/release.py
+++ b/scripts/release.py
@@ -79,12 +79,19 @@ def fix_formatting():
     call(["pre-commit", "run", "--all-files"])
 
 
+def check_links():
+    """Runs sphinx-build to check links"""
+    print(f"{Fore.CYAN}[generate.check_links] {Fore.RESET}Checking links")
+    check_call(["tox", "-e", "docs-checklinks"])
+
+
 def pre_release(version):
     """Generates new docs, release announcements and creates a local tag."""
     announce(version)
     regen()
     changelog(version, write_out=True)
     fix_formatting()
+    check_links()
 
     msg = "Preparing release version {}".format(version)
     check_call(["git", "commit", "-a", "-m", msg])
diff --git a/tox.ini b/tox.ini
index b03941657..d1a34c264 100644
--- a/tox.ini
+++ b/tox.ini
@@ -15,6 +15,7 @@ envlist =
     doctesting
     py37-freeze
     docs
+    docs-checklinks
 
 [testenv]
 commands =
@@ -66,6 +67,14 @@ deps = -r{toxinidir}/doc/en/requirements.txt
 commands =
     sphinx-build -W -b html . _build
 
+[testenv:docs-checklinks]
+basepython = python3
+usedevelop = True
+changedir = doc/en
+deps = -r{toxinidir}/doc/en/requirements.txt
+commands =
+    sphinx-build -W --keep-going -b linkcheck . _build
+
 [testenv:doctesting]
 basepython = python3
 skipsdist = True