diff --git a/sota-implementations/gail/gail.py b/sota-implementations/gail/gail.py
index 969c7fc083e..48e3b18c2c3 100644
--- a/sota-implementations/gail/gail.py
+++ b/sota-implementations/gail/gail.py
@@ -22,6 +22,8 @@
 from ppo_utils import eval_model, make_env, make_ppo_models
 from tensordict import TensorDict
 from tensordict.nn import CudaGraphModule
+
+from torchrl._utils import compile_with_warmup
 from torchrl.collectors import SyncDataCollector
 from torchrl.data import LazyTensorStorage, TensorDictReplayBuffer
 from torchrl.data.replay_buffers.samplers import SamplerWithoutReplacement
@@ -84,7 +86,11 @@ def main(cfg: "DictConfig"):  # noqa: F821
 
     # Create data buffer
     data_buffer = TensorDictReplayBuffer(
-        storage=LazyTensorStorage(cfg.ppo.collector.frames_per_batch, device=device),
+        storage=LazyTensorStorage(
+            cfg.ppo.collector.frames_per_batch,
+            device=device,
+            compilable=cfg.compile.compile,
+        ),
         sampler=SamplerWithoutReplacement(),
         batch_size=cfg.ppo.loss.mini_batch_size,
     )
@@ -229,7 +235,7 @@ def update(data, expert_data, num_network_updates=num_network_updates):
         return TensorDict(dloss=d_loss, alpha=alpha).detach()
 
     if cfg.compile.compile:
-        update = torch.compile(update, mode=compile_mode)
+        update = compile_with_warmup(update, warmup=2, mode=compile_mode)
     if cfg.compile.cudagraphs:
         warnings.warn(
             "CudaGraphModule is experimental and may lead to silently wrong results. Use with caution.",
diff --git a/torchrl/_utils.py b/torchrl/_utils.py
index c81ffcc962b..73f31c8ccf5 100644
--- a/torchrl/_utils.py
+++ b/torchrl/_utils.py
@@ -851,3 +851,53 @@ def set_mode(self, type: Any | None) -> None:
         cm = self._lock if not is_compiling() else nullcontext()
         with cm:
             self._mode = type
+
+
+@wraps(torch.compile)
+def compile_with_warmup(*args, warmup: int, **kwargs):
+    """Compile a model with warm-up.
+
+    This function wraps :func:`~torch.compile` to add a warm-up phase. During the warm-up phase,
+    the original model is used. After the warm-up phase, the model is compiled using
+    `torch.compile`.
+
+    Args:
+        *args: Arguments to be passed to `torch.compile`.
+        warmup (int): Number of calls to the model before compiling it.
+        **kwargs: Keyword arguments to be passed to `torch.compile`.
+
+    Returns:
+        A callable that wraps the original model. If no model is provided, returns a
+        lambda function that takes a model as input and returns the wrapped model.
+
+    Notes:
+        If no model is provided, this function returns a lambda function that can be
+        used to wrap a model later. This allows for delayed compilation of the model.
+
+    Example:
+        >>> model = torch.nn.Linear(5, 3)
+        >>> compiled_model = compile_with_warmup(model, warmup=10)
+        >>> # First 10 calls use the original model
+        >>> # After 10 calls, the model is compiled and used
+    """
+
+    if len(args):
+        model = args[0]
+    else:
+        model = kwargs.get("model")
+    if model is None:
+        return lambda model: compile_with_warmup(model, warmup=warmup, **kwargs)
+    else:
+        count = 0
+        compiled_model = model
+
+        @wraps(model)
+        def count_and_compile(*model_args, **model_kwargs):
+            nonlocal count
+            nonlocal compiled_model
+            count += 1
+            if count == warmup:
+                compiled_model = torch.compile(model, *args, **kwargs)
+            return compiled_model(*model_args, **model_kwargs)
+
+        return count_and_compile