diff --git a/CHANGELOG.md b/CHANGELOG.md
new file mode 100644
index 0000000..49c7cf7
--- /dev/null
+++ b/CHANGELOG.md
@@ -0,0 +1,80 @@
+# Changelog
+
+
+## [Unreleased]
+
+### Added
+ - CHANGELOG.md
+ - Support for CMAKE_DEBUG_POSTFIX. Makes it possible to add a postfix to debug builds
+
+### Changed
+ - README.md is now included in the Doxygen documentation
+ - Should now be thread safe
+ - Minor internal changes
+
+## [4.0.0] 2018-06-24
+
+### Added
+ - Support for "Public" folder
+ - Support for "Saved Games 2". This will be "Saved Games" in Vista and newer
+ - Unit tests
+
+
+### Changed
+ - The correct "Download" folder is now returned on Windows
+ - Now requires a C++11 compatible compiler (was C++98)
+ - Minimum Windows version raised from Windows XP to Windows 7.
+ - The Mac version no longer depends on CoreServices
+ - The XDG implementation are slightly more resilient to unrelated environments in user-dirs.dirs
+ - Improved CMake system
+
+### Removed
+ - C++98 compatibility
+ - Windows XP compatibility
+ - No longer needs CoreServices on Mac OS X
+
+## [3.2.0] 2018-05-28
+
+### Added
+ - Stand-alone functions. Method calls are no longer needed or recommended.
+
+### Changed
+ - Fixed a bug in the xdg cache function that caused sago::getCacheDir() to return the wrong folder if XDG_CONFIG_HOME and/or XDG_CACHE_HOME were set
+
+## [3.1] 2018-04-21
+
+### Added
+ - Now uses CMake for testing (Thanks @sum01)
+ - It is now possible to compile as a (static) library. (Thanks @sum01)
+ - Appveyor CI integration (Thanks @sum01)
+
+### Changed
+ - Optimised use of iterator.
+ - No longer keeps empty data structure on Mac and Windows platforms.
+
+## [3.0] 2016-10-08
+
+### Changed
+ - On Windows the library now returns UTF-8 encoded paths as default.
+
+## [2.2] 2016-09-06
+
+### Changed
+ - Fixed a buffer overflow introduced in 2.1 (originally created to ensure C++03 compatibility)
+ - The example file no longer abuses namespaces.
+
+
+## [2.1] 2016-02-22
+
+### Changed
+ - Updated documentation URL
+ - No longer uses a variable length array internally
+
+
+## [2.0] 2015-10-26
+
+### Added
+- Mac OS X support using Core Framework
+
+## [1.0] 2015-09-21
+Designed to work with Linux and Windows XP+