diff --git a/.github/workflows/test.yml b/.github/workflows/test.yml
index ccbb25b33..0b64cf74c 100644
--- a/.github/workflows/test.yml
+++ b/.github/workflows/test.yml
@@ -52,6 +52,11 @@ jobs:
             echo "No changed files to check."
           fi
 
+      - name: check missing __init__ files
+
+        run: build_tools/fail_on_missing_init_files.sh
+        shell: bash
+
   run-notebook-tutorials:
     name: Run notebook tutorials
     needs: code-quality
diff --git a/build_tools/fail_on_missing_init_files.sh b/build_tools/fail_on_missing_init_files.sh
new file mode 100755
index 000000000..3428c0ba3
--- /dev/null
+++ b/build_tools/fail_on_missing_init_files.sh
@@ -0,0 +1,13 @@
+#!/bin/bash
+
+# Script to search for missing init FILES.
+set -euxo pipefail
+
+FILES=$( find ./sktime -type d '!' -exec test -e "{}/__init__.py" ";" -not -path "**/__pycache__" -not -path "**/datasets/data*" -not -path "**/contrib/*" -print )
+
+if [[ -n "$FILES" ]]
+then
+    echo "Missing __init__.py files detected in the following modules:"
+    echo "$FILES"
+    exit 1
+fi