diff --git a/CHANGELOG.md b/CHANGELOG.md
new file mode 100644
index 00000000..57acda15
--- /dev/null
+++ b/CHANGELOG.md
@@ -0,0 +1,21 @@
+# Changelog
+
+All notable changes to this project will be documented in this file.
+
+The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
+and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
+
+## [0.0.22] - 2022-12-05
+
+### Added
+
+- Added CHANGELOG.md for version updates (additions and changes), ingested by
+auto-publish functionality.
+
+## [0.0.21] - 2022-12-05
+
+### Changed
+
+- Fix mistaken usages of placeholder "AGGREGATED" where "NOT-AGGREGATED" would
+be more appropriate. Ensure backwards compatibility is maintained.
+
diff --git a/orbax/__init__.py b/orbax/__init__.py
index 8869db82..6b820bc9 100644
--- a/orbax/__init__.py
+++ b/orbax/__init__.py
@@ -15,4 +15,4 @@
 """Orbax API."""
 
 # A new PyPI release will be pushed everytime `__version__` is increased.
-__version__ = '0.0.21'
+__version__ = '0.0.22'