diff --git a/sdks/python/apache_beam/coders/coders.py b/sdks/python/apache_beam/coders/coders.py
index d7074a9d1972..2691857bf0a6 100644
--- a/sdks/python/apache_beam/coders/coders.py
+++ b/sdks/python/apache_beam/coders/coders.py
@@ -59,6 +59,7 @@
 
 from apache_beam.coders import coder_impl
 from apache_beam.coders.avro_record import AvroRecord
+from apache_beam.internal import cloudpickle_pickler
 from apache_beam.portability import common_urns
 from apache_beam.portability import python_urns
 from apache_beam.portability.api import beam_runner_api_pb2
@@ -93,6 +94,7 @@
     'AvroGenericCoder',
     'BooleanCoder',
     'BytesCoder',
+    'CloudpickleCoder',
     'DillCoder',
     'FastPrimitivesCoder',
     'FloatCoder',
@@ -902,6 +904,13 @@ def _create_impl(self):
     return coder_impl.CallbackCoderImpl(maybe_dill_dumps, maybe_dill_loads)
 
 
+class CloudpickleCoder(_PickleCoderBase):
+  """Coder using Apache Beam's vendored Cloudpickle pickler."""
+  def _create_impl(self):
+    return coder_impl.CallbackCoderImpl(
+        cloudpickle_pickler.dumps, cloudpickle_pickler.loads)
+
+
 class DeterministicFastPrimitivesCoder(FastCoder):
   """Throws runtime errors when encoding non-deterministic values."""
   def __init__(self, coder, step_label):
diff --git a/sdks/python/apache_beam/coders/coders_test_common.py b/sdks/python/apache_beam/coders/coders_test_common.py
index 3ef95ede4e86..5ba16997d27b 100644
--- a/sdks/python/apache_beam/coders/coders_test_common.py
+++ b/sdks/python/apache_beam/coders/coders_test_common.py
@@ -215,6 +215,13 @@ def test_pickle_coder(self):
     coder = coders.PickleCoder()
     self.check_coder(coder, *self.test_values)
 
+  def test_cloudpickle_pickle_coder(self):
+    cell_value = (lambda x: lambda: x)(0).__closure__[0]
+    self.check_coder(coders.CloudpickleCoder(), 'a', 1, cell_value)
+    self.check_coder(
+        coders.TupleCoder((coders.VarIntCoder(), coders.CloudpickleCoder())),
+        (1, cell_value))
+
   def test_memoizing_pickle_coder(self):
     coder = coders._MemoizingPickleCoder()
     self.check_coder(coder, *self.test_values)
diff --git a/sdks/python/apache_beam/ml/anomaly/transforms.py b/sdks/python/apache_beam/ml/anomaly/transforms.py
index 5870878ec69c..ef5501b33786 100644
--- a/sdks/python/apache_beam/ml/anomaly/transforms.py
+++ b/sdks/python/apache_beam/ml/anomaly/transforms.py
@@ -25,7 +25,7 @@
 from typing import Union
 
 import apache_beam as beam
-from apache_beam.coders import DillCoder
+from apache_beam.coders import CloudpickleCoder
 from apache_beam.ml.anomaly import aggregations
 from apache_beam.ml.anomaly.base import AggregationFn
 from apache_beam.ml.anomaly.base import AnomalyDetector
@@ -57,7 +57,8 @@ class _ScoreAndLearnDoFn(beam.DoFn):
   then updates the model with the same data. It maintains the model state
   using Beam's state management.
   """
-  MODEL_STATE_INDEX = ReadModifyWriteStateSpec('saved_model', DillCoder())
+  MODEL_STATE_INDEX = ReadModifyWriteStateSpec(
+      'saved_model', CloudpickleCoder())
 
   def __init__(self, detector_spec: Spec):
     self._detector_spec = detector_spec
@@ -227,7 +228,8 @@ class _StatefulThresholdDoFn(_BaseThresholdDoFn):
     AssertionError: If the provided `threshold_fn_spec` leads to the
       creation of a stateless `ThresholdFn`.
   """
-  THRESHOLD_STATE_INDEX = ReadModifyWriteStateSpec('saved_tracker', DillCoder())
+  THRESHOLD_STATE_INDEX = ReadModifyWriteStateSpec(
+      'saved_tracker', CloudpickleCoder())
 
   def __init__(self, threshold_fn_spec: Spec):
     assert isinstance(threshold_fn_spec.config, dict)