diff --git a/docs/reference/chat.md b/docs/reference/chat.md
new file mode 100644
index 0000000..0b1b193
--- /dev/null
+++ b/docs/reference/chat.md
@@ -0,0 +1,20 @@
+# Chat history
+
+## Filter message
+
+In some situation you may want to filter the messages before building the prompt, for instance to use RAG. In this case you can subclass `Chat` and override the `filter` method:
+
+
+```python
+from prompts import Chat
+
+class RAGChat(Chat):
+
+    def filter(self):
+        filtered_message = []
+        for message in filtered_message:
+           if message.role == "user"  and "Hi" in message.content:
+               filtered_message.append(message)
+
+        return filtered_messages
+```
diff --git a/mkdocs.yml b/mkdocs.yml
index 9d1f2b8..4c788a2 100644
--- a/mkdocs.yml
+++ b/mkdocs.yml
@@ -76,3 +76,4 @@ nav:
       - Prompt template: reference/template.md
       - Dispatch: reference/dispatch.md
       - Special tokens: reference/special_tokens.md
+      - Chat History: reference/chat.md
diff --git a/prompts/chat.py b/prompts/chat.py
new file mode 100644
index 0000000..1af7916
--- /dev/null
+++ b/prompts/chat.py
@@ -0,0 +1,104 @@
+from dataclasses import dataclass
+from enum import Enum
+from typing import List, Optional
+
+from prompts.templates import template
+
+
+class Role(Enum):
+    system = "system"
+    user = "user"
+    assistant = "assistant"
+
+
+@dataclass
+class Message:
+    role: Role
+    content: str
+
+
+class Chat:
+    history: List[Message]
+
+    def __init__(self, model_name: str, system_msg: Optional[str] = None):
+        self.history = []
+        if system_msg is not None:
+            self.history.append(Message(Role.system, system_msg))
+
+    def __str__(self):
+        """Render the prompt that corresponds to the chat history in the format
+        that `model_name` expects.
+
+        In order to be compatible with any library we choose to append the
+        token that corresponds to the beginning of the assistant's response
+        when the last message is from a `user`.
+
+        How is not adding this token useful anyway?
+
+        This needs to be properly documented.
+
+        I think correctness, i.e. alternation between user and assistant, should
+        be checked after filtering the history.
+
+        """
+        history = self.filter()
+        if not self._is_history_valid(history):
+            raise ValueError("History not valid")
+
+        prompt = chat_template[self.model_name](history)
+
+        return prompt
+
+    def filter(self):
+        """Filter the messages before building the prompt.
+
+        The `Chat` class should be subclassed by users who want to filter
+        messages before building the prompt, and override this method. This
+        can for instance use a RAG step.
+
+        (Document)
+
+        """
+        return self.history
+
+    def _is_history_valid(self, history):
+        raise NotImplementedError
+
+    def __getitem__(self, index: int):
+        return self.history[index]
+
+    def __getattribute__(self, role: str):
+        """Returns all messages for the role `role`"""
+        return [message for message in self.history if message.role == role]
+
+    def user(self, msg: str):
+        """Add a new user message."""
+        self.history.append(Message(Role.user, msg))
+
+    def assistant(self, msg: str):
+        """Add a new assistant message."""
+
+        self.history.append(Message(Role.assistant, msg))
+
+
+@template
+def chat_template(messages):
+    """
+    {% for message in messages %}
+      {%- if loop.index == 0 %}
+        {%- if message.role == 'system' %}
+          {{- message.content + bos }}\n
+        {%- else %}
+          {{- bos + user.bein + message.content + user.end }}
+        {%- endif %}
+      {%- else %}
+        {%- if message.role == 'user' %}
+            \n{{- user.begin + message.content + user.end }}
+        {%- else %}
+            \n{{- assistant.begin + message.content + assistant.end }}
+        {%- endif %}
+      {%- endif %}
+    {% endfor %}
+    {%- if messages[-1].role == 'user'}
+       \n{{ assistant.begin }}
+    {% endif %}"""
diff --git a/tests/test_chat.py b/tests/test_chat.py
new file mode 100644
index 0000000..06b3855
--- /dev/null
+++ b/tests/test_chat.py
@@ -0,0 +1,22 @@
+import pytest
+
+from prompts.chat import Chat
+
+
+def test_simple():
+    chat = Chat("gpt2", "system message")
+    chat.user("new user message")
+    chat.assistant("new assistant message")
+    print(chat)
+
+    assert chat["assistant"][0].content == "new assistant message"
+    assert chat["user"][0].content == "new user message"
+    assert chat[1].content == "new user message"
+
+
+def test_error():
+    with pytest.raises(ValueError):
+        chat = Chat("gpt2", "system message")
+        chat.user("new user message")
+        chat.user("new user message")
+        print(chat)