diff --git a/scripts/setup.ps1 b/scripts/setup.ps1
new file mode 100644
index 00000000..dd930d26
--- /dev/null
+++ b/scripts/setup.ps1
@@ -0,0 +1,71 @@
+#---------------------------------------------------------------------------------------------
+# Copyright (c) Microsoft Corporation. All rights reserved.
+# Licensed under the MIT License. See License in the project root for license information.
+#---------------------------------------------------------------------------------------------
+
+New-Item -ItemType Directory -Force -Path .\devproxy -ErrorAction Stop | Out-Null
+Set-Location .\devproxy | Out-Null
+
+# Get the full path of the current directory
+$full_path = Resolve-Path .
+
+# Get the latest Dev Proxy version
+Write-Host "Getting latest Dev Proxy version..."
+$response = Invoke-RestMethod -Uri "https://api.github.com/repos/microsoft/dev-proxy/releases/latest" -ErrorAction Stop
+$version = $response.tag_name
+Write-Host "Latest version is $version"
+
+# Download Dev Proxy
+Write-Host "Downloading Dev Proxy $version..."
+$base_url = "https://github.com/microsoft/dev-proxy/releases/download/$version/dev-proxy"
+
+# Check system architecture
+$os = $PSVersionTable.OS
+$arch = [System.Runtime.InteropServices.RuntimeInformation]::OSArchitecture
+
+if ($os -match "Windows") {
+    if ($arch -eq "X64") {
+        $url = "$base_url-win-x64-$version.zip"
+    } elseif ($arch -eq "X86") {
+        $url = "$base_url-win-x86-$version.zip"
+    } else {
+        Write-Host "Unsupported architecture $arch. Aborting"
+        exit 1
+    }
+} elseif ($os -match "Linux") {
+    if ($arch -eq "X64") {
+        $url = "$base_url-linux-x64-$version.zip"
+    } else {
+        Write-Host "Unsupported architecture $arch. Aborting"
+        exit 1
+    }
+} elseif ($os -match "Darwin") {
+    if ($arch -eq "X64") {
+        $url = "$base_url-osx-x64-$version.zip"
+    } else {
+        Write-Host "Unsupported architecture $arch. Aborting"
+        exit 1
+    }
+} else {
+    Write-Host "Unsupported OS $os. Aborting"
+    exit 1
+}
+
+Invoke-WebRequest -Uri $url -OutFile devproxy.zip -ErrorAction Stop
+Add-Type -AssemblyName System.IO.Compression.FileSystem
+Expand-Archive -Path devproxy.zip -DestinationPath . -Force -ErrorAction Stop
+Remove-Item devproxy.zip
+
+if (!(Test-Path $PROFILE)) {
+    New-Item -ItemType File -Force -Path $PROFILE
+}
+
+if (!(Select-String -Path $PROFILE -Pattern "devproxy")) {
+    Add-Content -Path $PROFILE -Value "$([Environment]::NewLine)`$env:PATH += `"$([IO.Path]::PathSeparator)$full_path`""
+}
+
+Write-Host "Dev Proxy $version installed!"
+Write-Host
+Write-Host "To get started, run:"
+Write-Host "    . $PROFILE"
+Write-Host "    devproxy --help"
\ No newline at end of file
diff --git a/scripts/setup.sh b/scripts/setup.sh
new file mode 100644
index 00000000..fc3b8eec
--- /dev/null
+++ b/scripts/setup.sh
@@ -0,0 +1,66 @@
+#!/usr/bin/env bash
+#---------------------------------------------------------------------------------------------
+# Copyright (c) Microsoft Corporation. All rights reserved.
+# Licensed under the MIT License. See License in the project root for license information.
+#---------------------------------------------------------------------------------------------
+
+mkdir devproxy
+cd devproxy
+full_path=$(pwd)
+
+set -e # Terminates program immediately if any command below exits with a non-zero exit status
+
+echo "Getting latest Dev Proxy version..."
+version=$(curl -s https://api.github.com/repos/microsoft/dev-proxy/releases/latest | awk -F: '/"tag_name"/ {print $2}' | sed 's/[", ]//g')
+echo "Latest version is $version"
+
+echo "Downloading Dev Proxy $version..."
+
+base_url="https://github.com/microsoft/dev-proxy/releases/download/$version/dev-proxy"
+
+if [ "$(uname)" == "Darwin" ]; then
+    ARCH="$(uname -m)"
+    if [ ${ARCH} == "arm64" ]; then
+        echo "unsupported architecture ${ARCH}. Aborting"; exit 1;
+    elif [ ${ARCH} == "x86_64" ]; then
+        curl -sL -o ./devproxy.zip "$base_url-osx-x64-$version.zip" || { echo "Cannot install Dev Proxy. Aborting"; exit 1; }
+    else
+        echo "unsupported architecture ${ARCH}"
+        exit
+    fi
+elif [ "$(expr substr $(uname -s) 1 5)" == "Linux" ]; then
+    ARCH="$(uname -m)"
+    if [ "$(expr substr ${ARCH} 1 5)" == "arm64" ] || [ "$(expr substr ${ARCH} 1 7)" == "aarch64" ]; then
+        echo "unsupported architecture ${ARCH}. Aborting"; exit 1;
+    elif [ "$(expr substr ${ARCH} 1 6)" == "x86_64" ]; then
+        curl -sL -o ./devproxy.zip "$base_url-linux-x64-$version.zip" || { echo "Cannot install Dev Proxy. Aborting"; exit 1; }
+    else
+        echo "unsupported architecture ${ARCH}"
+        exit
+    fi
+fi
+
+unzip -o ./devproxy.zip -d ./
+rm ./devproxy.zip
+chmod +x ./devproxy
+
+if [[ ":$PATH:" != *":$full_path:"* ]]; then
+    if [[ -e ~/.zshrc ]]; then
+        echo -e "\n# Dev Proxy\nexport PATH=\$PATH:$full_path" >> $HOME/.zshrc
+        fileUsed="~/.zshrc"
+    elif  [[ -e ~/.bashrc ]]; then
+        echo -e "\n# Dev Proxy\nexport PATH=\$PATH:$full_path" >> $HOME/.bashrc 
+        fileUsed="~/.bashrc"
+    else
+        echo -e "\n# Dev Proxy\nexport PATH=\$PATH:$full_path" >> $HOME/.bash_profile
+        fileUsed="~/.bash_profile"
+    fi
+fi
+
+echo "Dev Proxy $version installed!"
+echo ""
+echo "To get started, run:"
+if [[ "$fileUsed" != "" ]]; then
+    echo "    source $fileUsed"
+fi
+echo "    devproxy -h"
\ No newline at end of file