diff --git a/example/derive_expression/expression_lib/Cargo.toml b/example/derive_expression/expression_lib/Cargo.toml
index 8c01ac8..23dc2e7 100644
--- a/example/derive_expression/expression_lib/Cargo.toml
+++ b/example/derive_expression/expression_lib/Cargo.toml
@@ -14,6 +14,3 @@ pyo3 = { version = "0.21", features = ["abi3-py38"] }
 pyo3-polars = { version = "*", path = "../../../pyo3-polars", features = ["derive"] }
 rayon = "1.7.0"
 serde = { version = "1", features = ["derive"] }
-
-[target.'cfg(target_os = "linux")'.dependencies]
-jemallocator = { version = "0.5", features = ["disable_initial_exec_tls"] }
diff --git a/example/derive_expression/expression_lib/src/lib.rs b/example/derive_expression/expression_lib/src/lib.rs
index d5c6766..0e201d3 100644
--- a/example/derive_expression/expression_lib/src/lib.rs
+++ b/example/derive_expression/expression_lib/src/lib.rs
@@ -1,9 +1,7 @@
+use pyo3_polars::PolarsAllocator;
+
 mod distances;
 mod expressions;
 
-#[cfg(target_os = "linux")]
-use jemallocator::Jemalloc;
-
 #[global_allocator]
-#[cfg(target_os = "linux")]
-static ALLOC: Jemalloc = Jemalloc;
+static ALLOC: PolarsAllocator = PolarsAllocator::new();
diff --git a/example/extend_polars_python_dispatch/extend_polars/src/lib.rs b/example/extend_polars_python_dispatch/extend_polars/src/lib.rs
index fac8510..306cfcb 100644
--- a/example/extend_polars_python_dispatch/extend_polars/src/lib.rs
+++ b/example/extend_polars_python_dispatch/extend_polars/src/lib.rs
@@ -5,7 +5,10 @@ use polars_lazy::frame::IntoLazy;
 use polars_lazy::prelude::LazyFrame;
 use pyo3::prelude::*;
 use pyo3_polars::error::PyPolarsErr;
-use pyo3_polars::{PyDataFrame, PyLazyFrame};
+use pyo3_polars::{PolarsAllocator, PyDataFrame, PyLazyFrame};
+
+#[global_allocator]
+static ALLOC: PolarsAllocator = PolarsAllocator::new();
 
 #[pyfunction]
 fn parallel_jaccard(pydf: PyDataFrame, col_a: &str, col_b: &str) -> PyResult<PyDataFrame> {
diff --git a/pyo3-polars/Cargo.toml b/pyo3-polars/Cargo.toml
index 6a9476a..be7754e 100644
--- a/pyo3-polars/Cargo.toml
+++ b/pyo3-polars/Cargo.toml
@@ -11,6 +11,8 @@ description = "Expression plugins and PyO3 types for polars"
 
 [dependencies]
 ciborium = { version = "0.2.1", optional = true }
+libc = "0.2"  # pyo3 depends on libc already, so this does not introduce an extra dependence.
+once_cell = "1"
 polars = { workspace = true, default-features = false }
 polars-core = { workspace = true, default-features = false }
 polars-ffi = { workspace = true, optional = true }
diff --git a/pyo3-polars/src/alloc.rs b/pyo3-polars/src/alloc.rs
new file mode 100644
index 0000000..b2b9898
--- /dev/null
+++ b/pyo3-polars/src/alloc.rs
@@ -0,0 +1,115 @@
+use std::alloc::{GlobalAlloc, Layout, System};
+use std::ffi::c_char;
+
+use once_cell::race::OnceRef;
+use pyo3::ffi::{PyCapsule_Import, Py_IsInitialized};
+use pyo3::Python;
+
+unsafe extern "C" fn fallback_alloc(size: usize, align: usize) -> *mut u8 {
+    System.alloc(Layout::from_size_align_unchecked(size, align))
+}
+
+unsafe extern "C" fn fallback_dealloc(ptr: *mut u8, size: usize, align: usize) {
+    System.dealloc(ptr, Layout::from_size_align_unchecked(size, align))
+}
+
+unsafe extern "C" fn fallback_alloc_zeroed(size: usize, align: usize) -> *mut u8 {
+    System.alloc_zeroed(Layout::from_size_align_unchecked(size, align))
+}
+
+unsafe extern "C" fn fallback_realloc(
+    ptr: *mut u8,
+    size: usize,
+    align: usize,
+    new_size: usize,
+) -> *mut u8 {
+    System.realloc(
+        ptr,
+        Layout::from_size_align_unchecked(size, align),
+        new_size,
+    )
+}
+
+#[repr(C)]
+struct AllocatorCapsule {
+    alloc: unsafe extern "C" fn(usize, usize) -> *mut u8,
+    dealloc: unsafe extern "C" fn(*mut u8, usize, usize),
+    alloc_zeroed: unsafe extern "C" fn(usize, usize) -> *mut u8,
+    realloc: unsafe extern "C" fn(*mut u8, usize, usize, usize) -> *mut u8,
+}
+
+static FALLBACK_ALLOCATOR_CAPSULE: AllocatorCapsule = AllocatorCapsule {
+    alloc: fallback_alloc,
+    alloc_zeroed: fallback_alloc_zeroed,
+    dealloc: fallback_dealloc,
+    realloc: fallback_realloc,
+};
+
+static ALLOCATOR_CAPSULE_NAME: &[u8] = b"polars.polars._allocator\0";
+
+/// A memory allocator that relays allocations to the allocator used by Polars.
+///
+/// You can use it as the global memory allocator:
+///
+/// ```rust
+/// use pyo3_polars::PolarsAllocator;
+///
+/// #[global_allocator]
+/// static ALLOC: PolarsAllocator = PolarsAllocator::new();
+/// ```
+///
+/// If the allocator capsule (`polars.polars._allocator`) is not available,
+/// this allocator fallbacks to [`std::alloc::System`].
+pub struct PolarsAllocator(OnceRef<'static, AllocatorCapsule>);
+
+impl PolarsAllocator {
+    fn get_allocator(&self) -> &'static AllocatorCapsule {
+        // Do not allocate in this function,
+        // otherwise it will cause infinite recursion.
+        self.0.get_or_init(|| {
+            let r = (unsafe { Py_IsInitialized() } != 0)
+                .then(|| {
+                    Python::with_gil(|_| unsafe {
+                        (PyCapsule_Import(ALLOCATOR_CAPSULE_NAME.as_ptr() as *const c_char, 0)
+                            as *const AllocatorCapsule)
+                            .as_ref()
+                    })
+                })
+                .flatten();
+            #[cfg(debug_assertions)]
+            if r.is_none() {
+                // Do not use eprintln; it may alloc.
+                let msg = b"failed to get allocator capsule\n";
+                unsafe { libc::write(2, msg.as_ptr() as *const libc::c_void, msg.len()) };
+            }
+            r.unwrap_or(&FALLBACK_ALLOCATOR_CAPSULE)
+        })
+    }
+
+    /// Create a `PolarsAllocator`.
+    pub const fn new() -> Self {
+        PolarsAllocator(OnceRef::new())
+    }
+}
+
+unsafe impl GlobalAlloc for PolarsAllocator {
+    #[inline]
+    unsafe fn alloc(&self, layout: Layout) -> *mut u8 {
+        (self.get_allocator().alloc)(layout.size(), layout.align())
+    }
+
+    #[inline]
+    unsafe fn dealloc(&self, ptr: *mut u8, layout: Layout) {
+        (self.get_allocator().dealloc)(ptr, layout.size(), layout.align());
+    }
+
+    #[inline]
+    unsafe fn alloc_zeroed(&self, layout: Layout) -> *mut u8 {
+        (self.get_allocator().alloc_zeroed)(layout.size(), layout.align())
+    }
+
+    #[inline]
+    unsafe fn realloc(&self, ptr: *mut u8, layout: Layout, new_size: usize) -> *mut u8 {
+        (self.get_allocator().realloc)(ptr, layout.size(), layout.align(), new_size)
+    }
+}
diff --git a/pyo3-polars/src/lib.rs b/pyo3-polars/src/lib.rs
index 206fd90..4c9f6c1 100644
--- a/pyo3-polars/src/lib.rs
+++ b/pyo3-polars/src/lib.rs
@@ -41,6 +41,7 @@
 //! })
 //! out_df = my_cool_function(df)
 //! ```
+mod alloc;
 #[cfg(feature = "derive")]
 pub mod derive;
 pub mod error;
@@ -48,6 +49,7 @@ pub mod error;
 pub mod export;
 mod ffi;
 
+pub use crate::alloc::PolarsAllocator;
 use crate::error::PyPolarsErr;
 use crate::ffi::to_py::to_py_array;
 use polars::export::arrow;