diff --git a/COMPLETION.md b/COMPLETION.md
new file mode 100644
index 0000000000..6092c4b1cf
--- /dev/null
+++ b/COMPLETION.md
@@ -0,0 +1,116 @@
+# Shell Autocomplete for OpenAI CLI
+
+This implementation adds shell autocomplete support for the `openai` CLI tool, making it faster and easier to use.
+
+## Supported Shells
+
+- **Bash** (Linux, macOS, WSL)
+- **Zsh** (macOS default, Linux)
+- **Fish** (cross-platform)
+- **PowerShell** (Windows, cross-platform)
+
+## Usage
+
+### Generate Completion Script
+
+```bash
+# For bash
+openai completion bash
+
+# For zsh
+openai completion zsh
+
+# For fish
+openai completion fish
+
+# For PowerShell
+openai completion powershell
+```
+
+### Show Installation Instructions
+
+```bash
+openai completion bash --instructions
+```
+
+## Installation
+
+### Bash
+
+```bash
+# Quick setup (add to ~/.bashrc)
+eval "$(openai completion bash)"
+
+# Or save permanently
+openai completion bash > ~/.openai-completion.bash
+echo 'source ~/.openai-completion.bash' >> ~/.bashrc
+```
+
+### Zsh
+
+```bash
+# Quick setup (add to ~/.zshrc)
+eval "$(openai completion zsh)"
+
+# Or install to fpath
+mkdir -p ~/.zsh/completions
+openai completion zsh > ~/.zsh/completions/_openai
+# Add to ~/.zshrc: fpath=(~/.zsh/completions $fpath)
+```
+
+### Fish
+
+```bash
+openai completion fish > ~/.config/fish/completions/openai.fish
+```
+
+### PowerShell
+
+```powershell
+# Add to PowerShell profile
+openai completion powershell | Out-String | Invoke-Expression
+
+# Or save and source
+openai completion powershell > ~\Documents\PowerShell\openai-completion.ps1
+# Add to profile: . ~\Documents\PowerShell\openai-completion.ps1
+```
+
+## What Gets Autocompleted
+
+- **Commands**: `api`, `chat`, `audio`, `models`, `files`, `fine-tuning`, etc.
+- **Flags**: `--api-key`, `--organization`, `--api-base`, `--help`, etc.
+- **Subcommands**: Context-aware completions for nested commands
+
+## Examples
+
+```bash
+# Type "openai " and press TAB to see all commands
+$ openai <TAB>
+api  chat  audio  models  files  fine-tuning  embeddings  images  completions
+
+# Type "openai --" and press TAB for flags
+$ openai --<TAB>
+--api-key  --organization  --api-base  --help  --version
+
+# Context-aware completions
+$ openai completion <TAB>
+bash  zsh  fish  powershell
+```
+
+## Implementation Details
+
+- Built using native shell completion frameworks
+- No external dependencies
+- Lightweight and fast
+- Works with existing CLI structure
+- Easy to extend for new commands
+
+## Testing
+
+```bash
+# Test completion generation
+python3 -m openai.cli completion bash | head -20
+
+# Verify syntax
+python3 -m py_compile src/openai/cli/_completion.py
+```
diff --git a/src/openai/cli/_cli.py b/src/openai/cli/_cli.py
index d31196da50..f3b2fc23cf 100644
--- a/src/openai/cli/_cli.py
+++ b/src/openai/cli/_cli.py
@@ -12,6 +12,7 @@
 import openai
 
 from . import _tools
+from ._completion import generate_completion, print_installation_instructions
 from .. import _ApiType, __version__
 from ._api import register_commands
 from ._utils import can_use_http2
@@ -119,6 +120,27 @@ def help() -> None:
 
     sub_tools = subparsers.add_parser("tools", help="Client side tools for convenience")
     _tools.register_commands(sub_tools, subparsers)
+    
+    # Add completion command
+    sub_completion = subparsers.add_parser("completion", help="Generate shell completion scripts")
+    sub_completion.add_argument(
+        "shell",
+        choices=["bash", "zsh", "fish", "powershell"],
+        help="Shell type (bash, zsh, fish, or powershell)"
+    )
+    sub_completion.add_argument(
+        "--instructions",
+        action="store_true",
+        help="Show installation instructions"
+    )
+    
+    def completion_handler(args: Any) -> None:
+        if args.instructions:
+            print_installation_instructions(args.shell)
+        else:
+            generate_completion(args.shell)
+    
+    sub_completion.set_defaults(func=completion_handler)
 
     return parser
 
diff --git a/src/openai/cli/_completion.py b/src/openai/cli/_completion.py
new file mode 100644
index 0000000000..a1f7dabc0d
--- /dev/null
+++ b/src/openai/cli/_completion.py
@@ -0,0 +1,229 @@
+"""
+Shell autocomplete generation for openai CLI.
+
+Generates completion scripts for bash, zsh, fish, and PowerShell.
+"""
+
+from __future__ import annotations
+
+import sys
+from typing import TextIO
+
+
+BASH_COMPLETION = """
+# openai completion script for bash
+
+_openai_completion() {
+    local cur prev opts base
+    COMPREPLY=()
+    cur="${COMP_WORDS[COMP_CWORD]}"
+    prev="${COMP_WORDS[COMP_CWORD-1]}"
+    
+    # Top-level commands
+    opts="api chat audio models files fine-tuning embeddings images completions completion --help --version"
+    
+    # API-related subcommands
+    api_cmds="chat.completions.create audio.speech.create audio.transcriptions.create audio.translations.create"
+    
+    # Common flags
+    flags="--api-key --organization --api-base --api-version --timeout --max-retries"
+    
+    case "${prev}" in
+        openai)
+            COMPREPLY=( $(compgen -W "${opts}" -- ${cur}) )
+            return 0
+            ;;
+        api)
+            COMPREPLY=( $(compgen -W "${api_cmds}" -- ${cur}) )
+            return 0
+            ;;
+        --api-key|--organization|--api-base|--api-version|--timeout|--max-retries)
+            # No completion for values
+            return 0
+            ;;
+        *)
+            ;;
+    esac
+    
+    COMPREPLY=( $(compgen -W "${opts} ${flags}" -- ${cur}) )
+    return 0
+}
+
+complete -F _openai_completion openai
+"""
+
+ZSH_COMPLETION = """
+#compdef openai
+
+# openai completion script for zsh
+
+_openai() {
+    local -a commands
+    commands=(
+        'api:Direct API access'
+        'chat:Chat completions'
+        'audio:Audio generation and transcription'
+        'models:List and retrieve models'
+        'files:File operations'
+        'fine-tuning:Fine-tuning operations'
+        'embeddings:Create embeddings'
+        'images:Image generation and manipulation'
+        'completions:Text completions'
+        'completion:Generate shell completion scripts'
+    )
+    
+    local -a options
+    options=(
+        '--help:Show help message'
+        '--version:Show version'
+        '--api-key:OpenAI API key'
+        '--organization:Organization ID'
+        '--api-base:API base URL'
+        '--api-version:API version'
+        '--timeout:Request timeout'
+        '--max-retries:Maximum retry attempts'
+    )
+    
+    _arguments -C \\
+        '1: :->command' \\
+        '*::arg:->args'
+    
+    case $state in
+        command)
+            _describe 'openai commands' commands
+            _describe 'options' options
+            ;;
+        args)
+            case ${words[1]} in
+                api)
+                    _values 'api operations' \\
+                        'chat.completions.create' \\
+                        'audio.speech.create' \\
+                        'audio.transcriptions.create' \\
+                        'audio.translations.create' \\
+                        'models.list' \\
+                        'files.create' \\
+                        'files.list'
+                    ;;
+                completion)
+                    _values 'shells' 'bash' 'zsh' 'fish' 'powershell'
+                    ;;
+            esac
+            ;;
+    esac
+}
+
+_openai "$@"
+"""
+
+FISH_COMPLETION = """
+# openai completion script for fish
+
+# Top-level commands
+complete -c openai -n "__fish_use_subcommand" -a "api" -d "Direct API access"
+complete -c openai -n "__fish_use_subcommand" -a "chat" -d "Chat completions"
+complete -c openai -n "__fish_use_subcommand" -a "audio" -d "Audio operations"
+complete -c openai -n "__fish_use_subcommand" -a "models" -d "Model operations"
+complete -c openai -n "__fish_use_subcommand" -a "files" -d "File operations"
+complete -c openai -n "__fish_use_subcommand" -a "fine-tuning" -d "Fine-tuning"
+complete -c openai -n "__fish_use_subcommand" -a "embeddings" -d "Embeddings"
+complete -c openai -n "__fish_use_subcommand" -a "images" -d "Image generation"
+complete -c openai -n "__fish_use_subcommand" -a "completions" -d "Text completions"
+complete -c openai -n "__fish_use_subcommand" -a "completion" -d "Generate completion script"
+
+# Global options
+complete -c openai -l help -d "Show help message"
+complete -c openai -l version -d "Show version"
+complete -c openai -l api-key -d "OpenAI API key"
+complete -c openai -l organization -d "Organization ID"
+complete -c openai -l api-base -d "API base URL"
+complete -c openai -l api-version -d "API version"
+complete -c openai -l timeout -d "Request timeout"
+complete -c openai -l max-retries -d "Maximum retry attempts"
+
+# Completion subcommand
+complete -c openai -n "__fish_seen_subcommand_from completion" -a "bash zsh fish powershell" -d "Shell type"
+"""
+
+POWERSHELL_COMPLETION = """
+# openai completion script for PowerShell
+
+Register-ArgumentCompleter -Native -CommandName openai -ScriptBlock {
+    param($wordToComplete, $commandAst, $cursorPosition)
+    
+    $commands = @(
+        [CompletionResult]::new('api', 'api', [CompletionResultType]::ParameterValue, 'Direct API access')
+        [CompletionResult]::new('chat', 'chat', [CompletionResultType]::ParameterValue, 'Chat completions')
+        [CompletionResult]::new('audio', 'audio', [CompletionResultType]::ParameterValue, 'Audio operations')
+        [CompletionResult]::new('models', 'models', [CompletionResultType]::ParameterValue, 'Model operations')
+        [CompletionResult]::new('files', 'files', [CompletionResultType]::ParameterValue, 'File operations')
+        [CompletionResult]::new('fine-tuning', 'fine-tuning', [CompletionResultType]::ParameterValue, 'Fine-tuning')
+        [CompletionResult]::new('embeddings', 'embeddings', [CompletionResultType]::ParameterValue, 'Embeddings')
+        [CompletionResult]::new('images', 'images', [CompletionResultType]::ParameterValue, 'Image generation')
+        [CompletionResult]::new('completions', 'completions', [CompletionResultType]::ParameterValue, 'Text completions')
+        [CompletionResult]::new('completion', 'completion', [CompletionResultType]::ParameterValue, 'Generate completion script')
+        [CompletionResult]::new('--help', '--help', [CompletionResultType]::ParameterName, 'Show help')
+        [CompletionResult]::new('--version', '--version', [CompletionResultType]::ParameterName, 'Show version')
+        [CompletionResult]::new('--api-key', '--api-key', [CompletionResultType]::ParameterName, 'API key')
+        [CompletionResult]::new('--organization', '--organization', [CompletionResultType]::ParameterName, 'Organization')
+    )
+    
+    $commands | Where-Object { $_.CompletionText -like "$wordToComplete*" }
+}
+"""
+
+
+def generate_completion(shell: str, output: TextIO = sys.stdout) -> None:
+    """Generate completion script for the specified shell."""
+    shell = shell.lower()
+    
+    if shell == "bash":
+        output.write(BASH_COMPLETION)
+    elif shell == "zsh":
+        output.write(ZSH_COMPLETION)
+    elif shell == "fish":
+        output.write(FISH_COMPLETION)
+    elif shell == "powershell":
+        output.write(POWERSHELL_COMPLETION)
+    else:
+        raise ValueError(f"Unsupported shell: {shell}. Supported: bash, zsh, fish, powershell")
+
+
+def print_installation_instructions(shell: str) -> None:
+    """Print installation instructions for the completion script."""
+    shell = shell.lower()
+    
+    instructions = {
+        "bash": """
+To enable bash completion, add this to your ~/.bashrc:
+    eval "$(openai completion bash)"
+
+Or save the completion script:
+    openai completion bash > ~/.openai-completion.bash
+    echo 'source ~/.openai-completion.bash' >> ~/.bashrc
+""",
+        "zsh": """
+To enable zsh completion, add this to your ~/.zshrc:
+    eval "$(openai completion zsh)"
+
+Or save the completion script to your fpath:
+    openai completion zsh > ~/.zsh/completions/_openai
+    # Add to ~/.zshrc: fpath=(~/.zsh/completions $fpath)
+""",
+        "fish": """
+To enable fish completion:
+    openai completion fish > ~/.config/fish/completions/openai.fish
+
+The completion will be loaded automatically in new fish sessions.
+""",
+        "powershell": """
+To enable PowerShell completion, add this to your profile:
+    openai completion powershell | Out-String | Invoke-Expression
+
+Or save and source it:
+    openai completion powershell > ~\\Documents\\PowerShell\\openai-completion.ps1
+    # Add to profile: . ~\\Documents\\PowerShell\\openai-completion.ps1
+"""
+    }
+    
+    sys.stderr.write(instructions.get(shell, ""))