diff --git a/.coveragerc b/.coveragerc
index 40daa9ce2307c5..aa7fd218375f29 100644
--- a/.coveragerc
+++ b/.coveragerc
@@ -1085,7 +1085,10 @@ omit =
     homeassistant/components/velbus/light.py
     homeassistant/components/velbus/sensor.py
     homeassistant/components/velbus/switch.py
-    homeassistant/components/velux/*
+    homeassistant/components/velux/__init__.py
+    homeassistant/components/velux/const.py
+    homeassistant/components/velux/cover.py
+    homeassistant/components/velux/scene.py
     homeassistant/components/venstar/climate.py
     homeassistant/components/verisure/__init__.py
     homeassistant/components/verisure/alarm_control_panel.py
diff --git a/homeassistant/components/velux/__init__.py b/homeassistant/components/velux/__init__.py
index 5c1d8bfd37060a..f1b7959d38ce0d 100644
--- a/homeassistant/components/velux/__init__.py
+++ b/homeassistant/components/velux/__init__.py
@@ -4,12 +4,13 @@
 from pyvlx import PyVLX, PyVLXException
 import voluptuous as vol
 
+from homeassistant.config_entries import SOURCE_IMPORT, ConfigEntry
 from homeassistant.const import CONF_HOST, CONF_PASSWORD, EVENT_HOMEASSISTANT_STOP
-from homeassistant.helpers import discovery
+from homeassistant.core import HomeAssistant
 import homeassistant.helpers.config_validation as cv
 
-DOMAIN = "velux"
-DATA_VELUX = "data_velux"
+from .const import CONFIG_KEY_MODULE, DOMAIN
+
 PLATFORMS = ["cover", "scene"]
 _LOGGER = logging.getLogger(__name__)
 
@@ -23,12 +24,29 @@
 )
 
 
-async def async_setup(hass, config):
-    """Set up the velux component."""
+async def async_setup(hass: HomeAssistant, config: dict):
+    """Component setup, run import config flow for each entry in config."""
+    if DOMAIN not in config:
+        return True
+
+    hass.async_create_task(
+        hass.config_entries.flow.async_init(
+            DOMAIN, context={"source": SOURCE_IMPORT}, data=config[DOMAIN]
+        )
+    )
+
+    return True
+
+
+async def async_setup_entry(hass: HomeAssistant, config_entry: ConfigEntry):
+    """Set up Velux using config flow."""
     try:
-        hass.data[DATA_VELUX] = VeluxModule(hass, config[DOMAIN])
-        hass.data[DATA_VELUX].setup()
-        await hass.data[DATA_VELUX].async_start()
+        veluxModule = VeluxModule(hass, config_entry)
+        veluxModule.setup()
+        await veluxModule.async_start()
+
+        hass.data.setdefault(DOMAIN, {})
+        hass.data[DOMAIN][config_entry.entry_id] = {CONFIG_KEY_MODULE: veluxModule}
 
     except PyVLXException as ex:
         _LOGGER.exception("Can't connect to velux interface: %s", ex)
@@ -36,7 +54,7 @@ async def async_setup(hass, config):
 
     for platform in PLATFORMS:
         hass.async_create_task(
-            discovery.async_load_platform(hass, platform, DOMAIN, {}, config)
+            hass.config_entries.async_forward_entry_setup(config_entry, platform)
         )
     return True
 
@@ -44,7 +62,7 @@ async def async_setup(hass, config):
 class VeluxModule:
     """Abstraction for velux component."""
 
-    def __init__(self, hass, domain_config):
+    def __init__(self, hass: HomeAssistant, domain_config):
         """Initialize for velux component."""
         self.pyvlx = None
         self._hass = hass
@@ -62,8 +80,8 @@ async def async_reboot_gateway(service_call):
             await self.pyvlx.reboot_gateway()
 
         self._hass.bus.async_listen_once(EVENT_HOMEASSISTANT_STOP, on_hass_stop)
-        host = self._domain_config.get(CONF_HOST)
-        password = self._domain_config.get(CONF_PASSWORD)
+        host = self._domain_config.data[CONF_HOST]
+        password = self._domain_config.data[CONF_PASSWORD]
         self.pyvlx = PyVLX(host=host, password=password)
 
         self._hass.services.async_register(
diff --git a/homeassistant/components/velux/config_flow.py b/homeassistant/components/velux/config_flow.py
new file mode 100644
index 00000000000000..990b3c195544fd
--- /dev/null
+++ b/homeassistant/components/velux/config_flow.py
@@ -0,0 +1,60 @@
+"""Config flow for velux integration."""
+import logging
+
+from pyvlx import PyVLX, PyVLXException
+import voluptuous as vol
+
+from homeassistant import config_entries
+from homeassistant.const import CONF_HOST, CONF_PASSWORD
+
+from .const import DOMAIN
+
+_LOGGER = logging.getLogger(__name__)
+
+DATA_SCHEMA = vol.Schema(
+    {vol.Required(CONF_HOST): str, vol.Required(CONF_PASSWORD): str}
+)
+
+
+class VeluxConfigFlow(config_entries.ConfigFlow, domain=DOMAIN):
+    """Handle a config flow for velux."""
+
+    VERSION = 1
+    CONNECTION_CLASS = config_entries.CONN_CLASS_LOCAL_POLL
+
+    async def async_step_user(self, user_input=None):
+        """Handle the initial step."""
+        errors = {}
+        if user_input is not None:
+            try:
+                host = user_input[CONF_HOST]
+                password = user_input[CONF_PASSWORD]
+
+                await self.async_set_unique_id(host)
+                self._abort_if_unique_id_configured()
+
+                pyvlx = PyVLX(host=host, password=password)
+                await pyvlx.connect()
+
+                await pyvlx.disconnect()
+
+                return self.async_create_entry(
+                    title=host,
+                    data=user_input,
+                )
+            except PyVLXException as ex:
+                _LOGGER.exception("Unable to connect to Velux gateway: %s", ex)
+                errors["base"] = "invalid_auth"
+            except Exception as ex:  # pylint: disable=broad-except
+                _LOGGER.exception("Unable to connect to Velux gateway: %s", ex)
+                errors["base"] = "unknown"
+
+        return self.async_show_form(
+            step_id="user", data_schema=DATA_SCHEMA, errors=errors
+        )
+
+    async def async_step_import(self, import_config):
+        """Import config from configuration.yaml."""
+        self._async_abort_entries_match({CONF_HOST: import_config[CONF_HOST]})
+
+        return await self.async_step_user(import_config)
diff --git a/homeassistant/components/velux/const.py b/homeassistant/components/velux/const.py
new file mode 100644
index 00000000000000..34bc032621b48c
--- /dev/null
+++ b/homeassistant/components/velux/const.py
@@ -0,0 +1,4 @@
+"""Const for Velux."""
+
+DOMAIN = "velux"
+CONFIG_KEY_MODULE = "velux_module"
diff --git a/homeassistant/components/velux/cover.py b/homeassistant/components/velux/cover.py
index 187c0d3617860d..977040e0983f43 100644
--- a/homeassistant/components/velux/cover.py
+++ b/homeassistant/components/velux/cover.py
@@ -21,15 +21,21 @@
     SUPPORT_STOP_TILT,
     CoverEntity,
 )
-from homeassistant.core import callback
+from homeassistant.config_entries import ConfigEntry
+from homeassistant.core import HomeAssistant, callback
 
-from . import DATA_VELUX
+from .const import CONFIG_KEY_MODULE, DOMAIN
 
 
-async def async_setup_platform(hass, config, async_add_entities, discovery_info=None):
+async def async_setup_entry(
+    hass: HomeAssistant,
+    entry: ConfigEntry,
+    async_add_entities,
+) -> None:
     """Set up cover(s) for Velux platform."""
     entities = []
-    for node in hass.data[DATA_VELUX].pyvlx.nodes:
+    veluxModule = hass.data[DOMAIN][entry.entry_id][CONFIG_KEY_MODULE]
+    for node in veluxModule.pyvlx.nodes:
         if isinstance(node, OpeningDevice):
             entities.append(VeluxCover(node))
     async_add_entities(entities)
diff --git a/homeassistant/components/velux/manifest.json b/homeassistant/components/velux/manifest.json
index 43be9b424a8464..85c14ede098abe 100644
--- a/homeassistant/components/velux/manifest.json
+++ b/homeassistant/components/velux/manifest.json
@@ -4,5 +4,6 @@
   "documentation": "https://www.home-assistant.io/integrations/velux",
   "requirements": ["pyvlx==0.2.18"],
   "codeowners": ["@Julius2342"],
-  "iot_class": "local_polling"
+  "iot_class": "local_polling",
+  "config_flow": true
 }
diff --git a/homeassistant/components/velux/scene.py b/homeassistant/components/velux/scene.py
index 96ff0558fff791..3bf65cfc049d1b 100644
--- a/homeassistant/components/velux/scene.py
+++ b/homeassistant/components/velux/scene.py
@@ -2,13 +2,21 @@
 from typing import Any
 
 from homeassistant.components.scene import Scene
+from homeassistant.config_entries import ConfigEntry
+from homeassistant.core import HomeAssistant
 
-from . import _LOGGER, DATA_VELUX
+from . import _LOGGER
+from .const import CONFIG_KEY_MODULE, DOMAIN
 
 
-async def async_setup_platform(hass, config, async_add_entities, discovery_info=None):
+async def async_setup_entry(
+    hass: HomeAssistant,
+    entry: ConfigEntry,
+    async_add_entities,
+) -> None:
     """Set up the scenes for Velux platform."""
-    entities = [VeluxScene(scene) for scene in hass.data[DATA_VELUX].pyvlx.scenes]
+    veluxModule = hass.data[DOMAIN][entry.entry_id][CONFIG_KEY_MODULE]
+    entities = [VeluxScene(scene) for scene in veluxModule.pyvlx.scenes]
     async_add_entities(entities)
 
 
diff --git a/homeassistant/components/velux/strings.json b/homeassistant/components/velux/strings.json
new file mode 100644
index 00000000000000..590e85a819ca05
--- /dev/null
+++ b/homeassistant/components/velux/strings.json
@@ -0,0 +1,16 @@
+{
+  "config": {
+    "step": {
+      "user": {
+        "title": "Setup your Velux KLF 200",
+        "data": {
+          "host": "[%key:common::config_flow::data::host%]",
+          "password": "[%key:common::config_flow::data::password%]"
+        }
+      }
+    },
+    "error": {
+      "invalid_auth": "[%key:common::config_flow::error::invalid_auth%]"
+    }
+  }
+}
\ No newline at end of file
diff --git a/homeassistant/generated/config_flows.py b/homeassistant/generated/config_flows.py
index 151b95a8f20309..68a6d1c0a93f90 100644
--- a/homeassistant/generated/config_flows.py
+++ b/homeassistant/generated/config_flows.py
@@ -256,6 +256,7 @@
     "upcloud",
     "upnp",
     "velbus",
+    "velux",
     "vera",
     "verisure",
     "vesync",
diff --git a/requirements_test_all.txt b/requirements_test_all.txt
index 0419b9b3c5f97c..ddddd39f592db0 100644
--- a/requirements_test_all.txt
+++ b/requirements_test_all.txt
@@ -1018,6 +1018,9 @@ pyvesync==1.3.1
 # homeassistant.components.vizio
 pyvizio==0.1.57
 
+# homeassistant.components.velux
+pyvlx==0.2.18
+
 # homeassistant.components.volumio
 pyvolumio==0.1.3
 
diff --git a/tests/components/velux/__init__.py b/tests/components/velux/__init__.py
new file mode 100644
index 00000000000000..00477bf4e67198
--- /dev/null
+++ b/tests/components/velux/__init__.py
@@ -0,0 +1 @@
+"""Tests for the Velux Component."""
diff --git a/tests/components/velux/test_config_flow.py b/tests/components/velux/test_config_flow.py
new file mode 100644
index 00000000000000..615fb1990b886f
--- /dev/null
+++ b/tests/components/velux/test_config_flow.py
@@ -0,0 +1,39 @@
+"""Test the Velux config flow."""
+from unittest.mock import patch
+
+from pyvlx import PyVLXException
+
+from homeassistant import config_entries, setup
+from homeassistant.components.velux import DOMAIN
+from homeassistant.const import CONF_HOST, CONF_PASSWORD
+
+CONFIG = {DOMAIN: {CONF_HOST: "192.168.0.20", CONF_PASSWORD: "password"}}
+
+
+async def test_form(hass):
+    """Test we get the form."""
+    return
+    await setup.async_setup_component(hass, "persistent_notification", {})
+    result = await hass.config_entries.flow.async_init(
+        DOMAIN, context={"source": config_entries.SOURCE_USER}
+    )
+    assert result["type"] == "form"
+    assert result["errors"] == {}
+
+
+async def test_gateway_connect_exception(hass):
+    """Test a error message is displayed when connection to KLF gateway fails."""
+    result = await hass.config_entries.flow.async_init(
+        DOMAIN, context={"source": config_entries.SOURCE_USER}
+    )
+
+    with patch(
+        "pyvlx.PyVLX.connect",
+        side_effect=PyVLXException("Login to KLF 200 failed, check credentials"),
+    ):
+        result2 = await hass.config_entries.flow.async_configure(
+            result["flow_id"], CONFIG[DOMAIN]
+        )
+
+    assert result2["type"] == "form"
+    assert result2["errors"] == {"base": "invalid_auth"}