diff --git a/examples/singa_peft/examples/data/download_mnist.py b/examples/singa_peft/examples/data/download_mnist.py
new file mode 100644
index 000000000..ada197e47
--- /dev/null
+++ b/examples/singa_peft/examples/data/download_mnist.py
@@ -0,0 +1,49 @@
+#
+# Licensed to the Apache Software Foundation (ASF) under one
+# or more contributor license agreements.  See the NOTICE file
+# distributed with this work for additional information
+# regarding copyright ownership.  The ASF licenses this file
+# to you under the Apache License, Version 2.0 (the
+# "License"); you may not use this file except in compliance
+# with the License.  You may obtain a copy of the License at
+#
+#   http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing,
+# software distributed under the License is distributed on an
+# "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
+# KIND, either express or implied.  See the License for the
+# specific language governing permissions and limitations
+# under the License.
+#
+
+import os
+import urllib.request
+
+
+def check_exist_or_download(url):
+
+    download_dir = '/tmp/'  # downloaded to the /tmp/ folder
+    name = url.rsplit('/', 1)[-1]
+    filename = os.path.join(download_dir, name)
+
+    if not os.path.isfile(filename):
+        print("Downloading %s" % url)
+        urllib.request.urlretrieve(url, filename)
+    else:
+        print("Already Downloaded: %s" % url)
+
+
+if __name__ == '__main__':
+
+    # List urls of the mnist dataset
+    train_x_url = 'http://yann.lecun.com/exdb/mnist/train-images-idx3-ubyte.gz'
+    train_y_url = 'http://yann.lecun.com/exdb/mnist/train-labels-idx1-ubyte.gz'
+    valid_x_url = 'http://yann.lecun.com/exdb/mnist/t10k-images-idx3-ubyte.gz'
+    valid_y_url = 'http://yann.lecun.com/exdb/mnist/t10k-labels-idx1-ubyte.gz'
+
+    # Download the mnist dataset
+    check_exist_or_download(train_x_url)
+    check_exist_or_download(train_y_url)
+    check_exist_or_download(valid_x_url)
+    check_exist_or_download(valid_y_url)