diff --git a/benchmarks/bench_regex_guide.py b/benchmarks/bench_regex_guide.py
index a47adae2..5dda576a 100644
--- a/benchmarks/bench_regex_guide.py
+++ b/benchmarks/bench_regex_guide.py
@@ -1,3 +1,6 @@
+from concurrent.futures import ThreadPoolExecutor
+
+import psutil
 from outlines_core.fsm.guide import RegexGuide
 
 from .common import setup_tokenizer
@@ -25,6 +28,28 @@ def setup(self, pattern_name):
     def time_regex_to_guide(self, pattern_name):
         RegexGuide.from_regex(self.pattern, self.tokenizer)
 
+    def time_regex_to_guide_parallel(self, pattern_name):
+        # Default GIL switch interval is 5ms (0.005), which isn't helpful for cpu heavy tasks,
+        # this parallel case should be relatively close in runtime to one thread, but it is not,
+        # because of the GIL.
+        core_count = psutil.cpu_count(logical=False)
+        with ThreadPoolExecutor(max_workers=core_count) as executor:
+            list(executor.map(self._from_regex, [pattern_name] * core_count))
+
+    def time_regex_to_guide_parallel_with_custom_switch_interval(self, pattern_name):
+        # This test is to show, that if GIL's switch interval is set to be longer, then the parallel
+        # test's runtime on physical cores will be much closer to the one-threaded case.
+        import sys
+
+        sys.setswitchinterval(5)
+
+        core_count = psutil.cpu_count(logical=False)
+        with ThreadPoolExecutor(max_workers=core_count) as executor:
+            list(executor.map(self._from_regex, [pattern_name] * core_count))
+
+    def _from_regex(self, pattern_name):
+        RegexGuide.from_regex(self.pattern, self.tokenizer)
+
 
 class MemoryRegexGuideBenchmark:
     params = ["simple_phone", "complex_span_constrained_relation_extraction"]
diff --git a/pyproject.toml b/pyproject.toml
index 57090988..3bde97b9 100644
--- a/pyproject.toml
+++ b/pyproject.toml
@@ -49,6 +49,7 @@ test = [
     "datasets",
     "pillow",
     "asv",
+    "psutil",
     "setuptools-rust",
 ]
 
diff --git a/src/python_bindings/mod.rs b/src/python_bindings/mod.rs
index 76a9a1ec..84b8746d 100644
--- a/src/python_bindings/mod.rs
+++ b/src/python_bindings/mod.rs
@@ -80,14 +80,17 @@ pub struct PyIndex(Index);
 impl PyIndex {
     #[new]
     fn new(
+        py: Python<'_>,
         fsm_info: &PyFSMInfo,
         vocabulary: &PyVocabulary,
         eos_token_id: u32,
         frozen_tokens: FxHashSet<String>,
     ) -> PyResult<Self> {
-        Index::new(&fsm_info.into(), &vocabulary.0, eos_token_id, frozen_tokens)
-            .map(PyIndex)
-            .map_err(Into::into)
+        py.allow_threads(|| {
+            Index::new(&fsm_info.into(), &vocabulary.0, eos_token_id, frozen_tokens)
+                .map(PyIndex)
+                .map_err(Into::into)
+        })
     }
 
     fn __reduce__(&self) -> PyResult<(PyObject, (Vec<u8>,))> {