diff --git a/src/platform-includes/session-replay/install/javascript.gatsby.mdx b/src/platform-includes/session-replay/install/javascript.gatsby.mdx
new file mode 100644
index 0000000000000..9b3c83704316e
--- /dev/null
+++ b/src/platform-includes/session-replay/install/javascript.gatsby.mdx
@@ -0,0 +1,9 @@
+The Replay integration is **already included** with the Gatsby SDK package.
+
+```bash {tabTitle: npm}
+npm install --save @sentry/gatsby
+```
+
+```bash {tabTitle: Yarn}
+yarn add @sentry/gatsby
+```
diff --git a/src/platform-includes/session-replay/setup/javascript.gatsby.mdx b/src/platform-includes/session-replay/setup/javascript.gatsby.mdx
new file mode 100644
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+++ b/src/platform-includes/session-replay/setup/javascript.gatsby.mdx
@@ -0,0 +1,45 @@
+```javascript
+import * as Sentry from "@sentry/gatsby";
+
+Sentry.init({
+  dsn: "___PUBLIC_DSN___",
+
+  // This sets the sample rate to be 10%. You may want this to be 100% while
+  // in development and sample at a lower rate in production
+  replaysSessionSampleRate: 0.1,
+
+  // If the entire session is not sampled, use the below sample rate to sample
+  // sessions when an error occurs.
+  replaysOnErrorSampleRate: 1.0,
+
+  integrations: [
+    new Sentry.Replay({
+      // Additional SDK configuration goes in here, for example:
+      maskAllText: true,
+      blockAllMedia: true,
+    }),
+  ],
+});
+```
+
+With the settings above, session replays with errors are always captured.
+You can verify that with the following:
+
+```javascript
+myUndefinedFunction();
+```
+
+### Lazy-loading Replay
+
+Once you've added the integration, Replay will start automatically. If you don't want to start it immediately (lazy-load it), you can use `addIntegration`:
+
+```js
+Sentry.init({
+  // Note, Replay is NOT instantiated below:
+  integrations: [],
+});
+
+// Sometime later
+const { getCurrentHub, Replay } = await import("@sentry/gatsby");
+getCurrentHub().getClient().addIntegration(new Replay());
+```