diff --git a/CMakeLists.txt b/CMakeLists.txt
index f0779abd06d4..af131ca9c38a 100644
--- a/CMakeLists.txt
+++ b/CMakeLists.txt
@@ -67,6 +67,8 @@ message(STATUS "CMAKE_SYSTEM_PROCESSOR ${CMAKE_SYSTEM_PROCESSOR}")
 
 message(STATUS "CMAKE_SYSTEM_NAME ${CMAKE_SYSTEM_NAME}")
 
+set(USE_X86_ARCH "NONE" CACHE STRING "Build with x86 options for -march")
+
 if(USE_TVM_OP)
   add_definitions(-DMXNET_USE_TVM_OP=1)
 endif()
@@ -158,6 +160,11 @@ else(MSVC)
   else()
     add_definitions(-DMSHADOW_USE_F16C=0)
   endif()
+  if(NOT USE_X86_ARCH STREQUAL "NONE")
+    check_cxx_compiler_flag("-march=${USE_X86_ARCH} -mtune=${USE_X86_ARCH}" SUPPORT_X86_ARCH)
+  else()
+    set(SUPPORT_X86_ARCH FALSE)
+  endif()
   set(CMAKE_POSITION_INDEPENDENT_CODE ON)
   set(CMAKE_C_FLAGS "${CMAKE_C_FLAGS} -Wall -Wno-unknown-pragmas -Wno-sign-compare")
   if ("${CMAKE_CXX_COMPILER_ID}" MATCHES ".*Clang$")
@@ -179,6 +186,9 @@ else(MSVC)
   elseif(SUPPORT_MSSE2)
     set(CMAKE_C_FLAGS "${CMAKE_C_FLAGS} -msse2")
   endif()
+  if(SUPPORT_X86_ARCH)
+    set(CMAKE_C_FLAGS "${CMAKE_C_FLAGS} -march=${USE_X86_ARCH} -mtune=${USE_X86_ARCH}")
+  endif()
   set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} ${CMAKE_C_FLAGS}")
   if(SUPPORT_CXX14)
     add_definitions(-DDMLC_USE_CXX11=1)
@@ -274,9 +284,11 @@ if(USE_MKLDNN)
 
   set(MKLDNN_BUILD_TESTS OFF CACHE INTERNAL "" FORCE)
   set(MKLDNN_BUILD_EXAMPLES OFF CACHE INTERNAL "" FORCE)
-  set(MKLDNN_ARCH_OPT_FLAGS "" CACHE INTERNAL "" FORCE)
   set(MKLDNN_ENABLE_JIT_PROFILING OFF CACHE INTERNAL "" FORCE)
   set(MKLDNN_LIBRARY_TYPE STATIC CACHE INTERNAL "" FORCE)
+  if(SUPPORT_X86_ARCH)
+    set(MKLDNN_ARCH_OPT_FLAGS "-march=${USE_X86_ARCH} -mtune=${USE_X86_ARCH}" CACHE INTERNAL "" FORCE)
+  endif()
 
   add_subdirectory(3rdparty/mkldnn)
 
diff --git a/Makefile b/Makefile
index 1b858cc48671..07458ce9f027 100644
--- a/Makefile
+++ b/Makefile
@@ -97,6 +97,14 @@ CFLAGS += -DDMLC_MODERN_THREAD_LOCAL=0
 # disable stack trace in exception by default.
 CFLAGS += -DDMLC_LOG_STACK_TRACE_SIZE=0
 
+ifndef USE_X86_ARCH
+	USE_X86_ARCH=NONE
+endif
+
+ifneq ($(USE_X86_ARCH), NONE)
+	CFLAGS += -march=$(USE_X86_ARCH) -mtune=$(USE_X86_ARCH)
+endif
+
 ifeq ($(DEV), 1)
 	CFLAGS += -g -Werror
 	NVCCFLAGS += -Werror cross-execution-space-call
diff --git a/include/mxnet/libinfo.h b/include/mxnet/libinfo.h
index 1972688c7739..22d0c32618af 100644
--- a/include/mxnet/libinfo.h
+++ b/include/mxnet/libinfo.h
@@ -154,7 +154,9 @@ enum : unsigned {
   CPU_SSE4A,  // AMD extensions to SSE4
   CPU_AVX,
   CPU_AVX2,
-
+  CPU_AVX512F,
+  CPU_AVX512BW,
+  CPU_AVX512VNNI,
 
   // Multiprocessing / CPU / System
   OPENMP,
diff --git a/make/config.mk b/make/config.mk
index 982d15b19656..899de70f317c 100644
--- a/make/config.mk
+++ b/make/config.mk
@@ -163,6 +163,10 @@ endif
 # For cross compilation, please check support for F16C on target device and turn off if necessary.
 USE_F16C =
 
+# -march and -mtune option for x86, see https://gcc.gnu.org/onlinedocs/gcc/x86-Options.html
+#  eg. USE_X86_ARCH=native will enable -march=native and -mtune=native
+USE_X86_ARCH = NONE
+
 #----------------------------
 # distributed computing
 #----------------------------
diff --git a/mkldnn.mk b/mkldnn.mk
index 056cb4e51051..a6644f4720b5 100644
--- a/mkldnn.mk
+++ b/mkldnn.mk
@@ -26,12 +26,19 @@ endif
 mkldnn_FLAGS  = -DCMAKE_INSTALL_PREFIX=$(MKLDNNROOT)
 mkldnn_FLAGS += -DCMAKE_INSTALL_LIBDIR=lib
 mkldnn_FLAGS += -B$(MKLDNN_BUILDDIR)
-mkldnn_FLAGS += -DMKLDNN_ARCH_OPT_FLAGS=""
 mkldnn_FLAGS += -DMKLDNN_BUILD_TESTS=OFF
 mkldnn_FLAGS += -DMKLDNN_BUILD_EXAMPLES=OFF
 mkldnn_FLAGS += -DMKLDNN_ENABLE_JIT_PROFILING=OFF
 mkldnn_FLAGS += -DMKLDNN_LIBRARY_TYPE=STATIC
 
+ifndef USE_X86_ARCH
+	USE_X86_ARCH=NONE
+endif
+
+ifneq ($(USE_X86_ARCH), NONE)
+	mkldnn_FLAGS += -DMKLDNN_ARCH_OPT_FLAGS="-march=$(USE_X86_ARCH) -mtune=$(USE_X86_ARCH)"
+endif
+
 ifneq ($(USE_OPENMP), 1)
 	mkldnn_FLAGS += -DMKLDNN_CPU_RUNTIME=SEQ
 endif
diff --git a/src/libinfo.cc b/src/libinfo.cc
index b31d7e4301e0..173beb303270 100644
--- a/src/libinfo.cc
+++ b/src/libinfo.cc
@@ -67,6 +67,15 @@ class FeatureSet {
 #if __AVX2__
     feature_bits.set(CPU_AVX2);
 #endif
+#if __AVX512F__
+    feature_bits.set(CPU_AVX512F);
+#endif
+#if __AVX512BW__
+    feature_bits.set(CPU_AVX512BW);
+#endif
+#if __AVX512VNNI__
+    feature_bits.set(CPU_AVX512VNNI);
+#endif
 
     // CPU
     feature_bits.set(OPENMP, MXNET_USE_OPENMP);
@@ -144,6 +153,9 @@ const std::vector<std::string> EnumNames::names = {
   "CPU_SSE4A",
   "CPU_AVX",
   "CPU_AVX2",
+  "CPU_AVX512F",
+  "CPU_AVX512BW",
+  "CPU_AVX512VNNI",
   "OPENMP",
   "SSE",
   "F16C",