diff --git a/CHANGELOG.md b/CHANGELOG.md
index 168bab1e1..c249fe297 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -13,6 +13,7 @@ The format is based on [Keep a Changelog](http://keepachangelog.com/en/1.0.0/).
 - Added a benchmark script to compare PyTorch Frame with PyTorch Tabular ([#398](https://github.com/pyg-team/pytorch-frame/pull/398), [#444](https://github.com/pyg-team/pytorch-frame/pull/444))
 - Added `is_floating_point` method to `MultiNestedTensor` and `MultiEmbeddingTensor` ([#445](https://github.com/pyg-team/pytorch-frame/pull/445))
 - Added support for inferring `stype.categorical` from boolean columns in `utils.infer_series_stype` ([#421](https://github.com/pyg-team/pytorch-frame/pull/421))
+- Added `pin_memory()` to `TensorFrame`, `MultiEmbeddingTensor`, and `MultiNestedTensor` ([#437](https://github.com/pyg-team/pytorch-frame/pull/437))
 
 ### Changed
 
diff --git a/test/data/test_multi_embedding_tensor.py b/test/data/test_multi_embedding_tensor.py
index e5c29f968..01cb1aebe 100644
--- a/test/data/test_multi_embedding_tensor.py
+++ b/test/data/test_multi_embedding_tensor.py
@@ -5,7 +5,7 @@
 import torch
 
 from torch_frame.data.multi_embedding_tensor import MultiEmbeddingTensor
-from torch_frame.testing import withCUDA
+from torch_frame.testing import onlyCUDA, withCUDA
 
 
 def assert_equal(
@@ -487,3 +487,18 @@ def test_cat(device):
     # case: list of non-MultiEmbeddingTensor should raise error
     with pytest.raises(AssertionError):
         MultiEmbeddingTensor.cat([object()], dim=0)
+
+
+@onlyCUDA
+def test_pin_memory():
+    met, _ = get_fake_multi_embedding_tensor(
+        num_rows=2,
+        num_cols=3,
+    )
+    assert not met.is_pinned()
+    assert not met.values.is_pinned()
+    assert not met.offset.is_pinned()
+    met = met.pin_memory()
+    assert met.is_pinned()
+    assert met.values.is_pinned()
+    assert met.offset.is_pinned()
diff --git a/test/data/test_multi_nested_tensor.py b/test/data/test_multi_nested_tensor.py
index 29bd8bdea..8ed084f77 100644
--- a/test/data/test_multi_nested_tensor.py
+++ b/test/data/test_multi_nested_tensor.py
@@ -6,7 +6,7 @@
 from torch import Tensor
 
 from torch_frame.data import MultiNestedTensor
-from torch_frame.testing import withCUDA
+from torch_frame.testing import onlyCUDA
 
 
 def assert_equal(tensor_mat: list[list[Tensor]],
@@ -95,8 +95,8 @@ def test_fillna_col():
                           torch.tensor([100], dtype=torch.float32)))
 
 
-@withCUDA
-def test_multi_nested_tensor_basics(device):
+@onlyCUDA
+def test_basics(device):
     num_rows = 8
     num_cols = 10
     max_value = 100
@@ -326,7 +326,7 @@ def test_multi_nested_tensor_basics(device):
                                           cloned_multi_nested_tensor)
 
 
-def test_multi_nested_tensor_different_num_rows():
+def test_different_num_rows():
     tensor_mat = [
         [torch.tensor([1, 2, 3]),
          torch.tensor([4, 5])],
@@ -340,3 +340,20 @@ def test_multi_nested_tensor_different_num_rows():
             match="The length of each row must be the same",
     ):
         MultiNestedTensor.from_tensor_mat(tensor_mat)
+
+
+@onlyCUDA
+def test_pin_memory():
+    num_rows = 10
+    num_cols = 3
+    tensor = MultiNestedTensor.from_tensor_mat(
+        [[torch.randn(random.randint(0, 10)) for _ in range(num_cols)]
+         for _ in range(num_rows)])
+
+    assert not tensor.is_pinned()
+    assert not tensor.values.is_pinned()
+    assert not tensor.offset.is_pinned()
+    tensor = tensor.pin_memory()
+    assert tensor.is_pinned()
+    assert tensor.values.is_pinned()
+    assert tensor.offset.is_pinned()
diff --git a/test/data/test_tensor_frame.py b/test/data/test_tensor_frame.py
index a0645b183..bf6355f3f 100644
--- a/test/data/test_tensor_frame.py
+++ b/test/data/test_tensor_frame.py
@@ -7,6 +7,7 @@
 from torch_frame import TensorFrame
 from torch_frame.data.multi_embedding_tensor import MultiEmbeddingTensor
 from torch_frame.data.multi_nested_tensor import MultiNestedTensor
+from torch_frame.testing import onlyCUDA
 
 
 def test_tensor_frame_basics(get_fake_tensor_frame):
@@ -253,3 +254,19 @@ def test_non_list_col_names_dict():
     col_names_dict = {torch_frame.categorical: 'cat_1'}
     with pytest.raises(ValueError, match='must be a list of column names'):
         TensorFrame(feat_dict, col_names_dict)
+
+
+@onlyCUDA
+def test_pin_memory(get_fake_tensor_frame):
+    def assert_is_pinned(tf: TensorFrame, expected: bool) -> bool:
+        for value in tf.feat_dict.values():
+            if isinstance(value, dict):
+                for v in value.values():
+                    assert v.is_pinned() is expected
+            else:
+                assert value.is_pinned() is expected
+
+    tf = get_fake_tensor_frame(10)
+    assert_is_pinned(tf, expected=False)
+    tf = tf.pin_memory()
+    assert_is_pinned(tf, expected=True)
diff --git a/torch_frame/data/multi_tensor.py b/torch_frame/data/multi_tensor.py
index b6c201220..e812a8af8 100644
--- a/torch_frame/data/multi_tensor.py
+++ b/torch_frame/data/multi_tensor.py
@@ -97,6 +97,12 @@ def cpu(self, *args, **kwargs):
     def cuda(self, *args, **kwargs):
         return self._apply(lambda x: x.cuda(*args, **kwargs))
 
+    def pin_memory(self, *args, **kwargs):
+        return self._apply(lambda x: x.pin_memory(*args, **kwargs))
+
+    def is_pinned(self) -> bool:
+        return self.values.is_pinned() and self.offset.is_pinned()
+
     # Helper Functions ########################################################
 
     def _apply(self, fn: Callable[[Tensor], Tensor]) -> _MultiTensor:
diff --git a/torch_frame/data/tensor_frame.py b/torch_frame/data/tensor_frame.py
index e88d8137e..00b026705 100644
--- a/torch_frame/data/tensor_frame.py
+++ b/torch_frame/data/tensor_frame.py
@@ -356,6 +356,17 @@ def fn(x):
 
         return self._apply(fn)
 
+    def pin_memory(self, *args, **kwargs):
+        def fn(x):
+            if isinstance(x, dict):
+                for key in x:
+                    x[key] = x[key].pin_memory(*args, **kwargs)
+            else:
+                x = x.pin_memory(*args, **kwargs)
+            return x
+
+        return self._apply(fn)
+
     # Helper Functions ########################################################
 
     def _apply(self, fn: Callable[[TensorData], TensorData]) -> TensorFrame:
diff --git a/torch_frame/testing/__init__.py b/torch_frame/testing/__init__.py
index 0003db38a..03d0f1a46 100644
--- a/torch_frame/testing/__init__.py
+++ b/torch_frame/testing/__init__.py
@@ -3,10 +3,12 @@
     has_package,
     withPackage,
     withCUDA,
+    onlyCUDA,
 )
 
 __all__ = [
     'has_package',
     'withPackage',
     'withCUDA',
+    'onlyCUDA',
 ]
diff --git a/torch_frame/testing/decorators.py b/torch_frame/testing/decorators.py
index 7c4f945b7..7258eb521 100644
--- a/torch_frame/testing/decorators.py
+++ b/torch_frame/testing/decorators.py
@@ -48,3 +48,12 @@ def withCUDA(func: Callable):
         devices.append(pytest.param(torch.device('cuda:0'), id='cuda:0'))
 
     return pytest.mark.parametrize('device', devices)(func)
+
+
+def onlyCUDA(func: Callable) -> Callable:
+    r"""A decorator to skip tests if CUDA is not found."""
+    import pytest
+    return pytest.mark.skipif(
+        not torch.cuda.is_available(),
+        reason="CUDA not available",
+    )(func)