diff --git a/src/sampler.jl b/src/sampler.jl
index 7d1b7eb5..d66e716e 100644
--- a/src/sampler.jl
+++ b/src/sampler.jl
@@ -163,6 +163,7 @@ function sample(
     adaptor::AbstractAdaptor = NoAdaptation(),
     n_adapts::Int = min(div(n_samples, 10), 1_000);
     drop_warmup = false,
+    keep_gradients = false,
     verbose::Bool = true,
     progress::Bool = false,
     (pm_next!)::Function = pm_next!,
@@ -225,7 +226,12 @@ function sample(
         # Store sample
         if !drop_warmup || i > n_adapts
             j = i - drop_warmup * n_adapts
-            θs[j], stats[j] = t.z.θ, tstat
+            if keep_gradients
+                sample = [t.z.θ; t.z.ℓπ]
+            else
+                sample = t.z.θ
+            end
+            θs[j], stats[j] = sample, tstat
         end
     end
     # Report end of sampling