diff --git a/docs/source/main_classes/trainer.rst b/docs/source/main_classes/trainer.rst
index 55b308a74e..e6c2c27222 100644
--- a/docs/source/main_classes/trainer.rst
+++ b/docs/source/main_classes/trainer.rst
@@ -21,12 +21,25 @@ previous features. To inject custom behavior you can subclass them and override
 - **setup_wandb** -- Setups wandb (see `here <https://docs.wandb.com/huggingface>`__ for more information).
 - **create_optimizer_and_scheduler** -- Setups the optimizer and learning rate scheduler if they were not passed at
   init.
+- **compute_loss** - Computes the loss on a batch of training inputs.
 - **training_step** -- Performs a training step.
 - **prediction_step** -- Performs an evaluation/test step.
 - **run_model** (TensorFlow only) -- Basic pass through the model.
 - **evaluate** -- Runs an evaluation loop and returns metrics.
 - **predict** -- Returns predictions (with metrics if labels are available) on a test set.
 
+Here is an example of how to customize :class:`~transformers.Trainer` using a custom loss function:
+
+.. code-block:: python
+
+    from transformers import Trainer
+    class MyTrainer(Trainer):
+        def compute_loss(self, model, inputs):
+            labels = inputs.pop("labels")
+            outputs = models(**inputs)
+            logits = outputs[0]
+            return my_custom_loss(logits, labels)
+
 
 ``Trainer`` 
 ~~~~~~~~~~~
diff --git a/src/transformers/trainer.py b/src/transformers/trainer.py
index a981ff9f6d..e13087d60a 100755
--- a/src/transformers/trainer.py
+++ b/src/transformers/trainer.py
@@ -1024,15 +1024,9 @@ class Trainer:
 
         if self.args.fp16 and _use_native_amp:
             with autocast():
-                outputs = model(**inputs)
-                loss = outputs[0]
+                loss = self.compute_loss(model, inputs)
         else:
-            outputs = model(**inputs)
-            # We don't use .loss here since the model may return tuples instead of ModelOutput.
-            loss = outputs[0]
-
-        if self.args.past_index >= 0:
-            self._past = outputs[self.args.past_index]
+            loss = self.compute_loss(model, inputs)
 
         if self.args.n_gpu > 1:
             loss = loss.mean()  # mean() to average on multi-gpu parallel training
@@ -1050,6 +1044,19 @@ class Trainer:
 
         return loss.detach()
 
+    def compute_loss(self, model, inputs):
+        """
+        How the loss is computed by Trainer. By default, all models return the loss in the first element.
+
+        Subclass and override for custom behavior.
+        """
+        outputs = model(**inputs)
+        # Save past state if it exists
+        if self.args.past_index >= 0:
+            self._past = outputs[self.args.past_index]
+        # We don't use .loss here since the model may return tuples instead of ModelOutput.
+        return outputs[0]
+
     def is_local_master(self) -> bool:
         """
         Whether or not this process is the local (e.g., on one machine if training in a distributed fashion on