diff --git a/src/openai/cli/_completion.py b/src/openai/cli/_completion.py
new file mode 100644
index 0000000000..6e00531144
--- /dev/null
+++ b/src/openai/cli/_completion.py
@@ -0,0 +1,124 @@
+"""Shell completion support for the OpenAI CLI.
+
+Provides shell completion scripts for bash, zsh, fish, and powershell.
+"""
+
+import sys
+from typing import Optional
+
+
+def get_bash_completion() -> str:
+    """Generate bash completion script for the openai command."""
+    return '''#!/bin/bash
+_openai_completion() {
+    local cur prev opts
+    COMPREPLY=()
+    cur="${COMP_WORDS[COMP_CWORD]}"
+    prev="${COMP_WORDS[COMP_CWORD-1]}"
+    opts="--help --version --api-key --api-base --organization --proxy api tools"
+    
+    COMPREPLY=( $(compgen -W "${opts}" -- ${cur}) )
+    return 0
+}
+
+complete -o bashdefault -o default -o nospace -F _openai_completion openai
+'''
+
+
+def get_zsh_completion() -> str:
+    """Generate zsh completion script for the openai command."""
+    return '''#compdef openai
+
+_openai() {
+  local -a subcmds
+  subcmds=(
+    "api:Direct API calls"
+    "tools:Client side tools for convenience"
+  )
+
+  local -a opts
+  opts=(
+    "-v --verbose:Set verbosity level"
+    "-k --api-key:API key for authentication"
+    "-b --api-base:Base URL for API"
+    "-o --organization:Organization to run as"
+    "-t --api-type:Backend API type (openai or azure)"
+    "--api-version:Azure API version"
+    "--azure-endpoint:Azure endpoint URL"
+    "--azure-ad-token:Azure AD token"
+    "-V --version:Show version and exit"
+    "-h --help:Show help message"
+  )
+
+  _arguments -s -S $opts "*::subcmd:($subcmds)"
+}
+
+_openai
+'''
+
+
+def get_fish_completion() -> str:
+    """Generate fish completion script for the openai command."""
+    return '''complete -c openai -f
+complete -c openai -n "__fish_use_subcommand_from_list api tools" -a api -d "Direct API calls"
+complete -c openai -n "__fish_use_subcommand_from_list api tools" -a tools -d "Client side tools"
+
+complete -c openai -s v -l verbose -d "Set verbosity"
+complete -c openai -s k -l api-key -d "API key"
+complete -c openai -s b -l api-base -d "Base URL"
+complete -c openai -s o -l organization -d "Organization"
+complete -c openai -s t -l api-type -d "Backend API type"
+complete -c openai -l api-version -d "Azure API version"
+complete -c openai -l azure-endpoint -d "Azure endpoint"
+complete -c openai -l azure-ad-token -d "Azure AD token"
+complete -c openai -s V -l version -d "Show version"
+complete -c openai -s h -l help -d "Show help"
+'''
+
+
+def get_powershell_completion() -> str:
+    """Generate PowerShell completion script for the openai command."""
+    return '''$openaiCompleter = {
+    param($wordToComplete, $commandAst, $cursorPosition)
+    
+    $opts = @(
+        '--help', '--version', '--api-key', '--api-base', 
+        '--organization', '--proxy', 'api', 'tools',
+        '--api-type', '--api-version', '--azure-endpoint', '--azure-ad-token'
+    )
+    
+    $opts | Where-Object { $_ -like "$wordToComplete*" } | ForEach-Object {
+        [System.Management.Automation.CompletionResult]::new($_, $_, 'ParameterValue', $_)
+    }
+}
+
+Register-ArgumentCompleter -CommandName openai -ScriptBlock $openaiCompleter
+'''
+
+
+def install_completion(shell: str) -> None:
+    """Install shell completion for the specified shell.
+    
+    Args:
+        shell: The shell type ('bash', 'zsh', 'fish', 'powershell')
+    """
+    shell_lower = shell.lower()
+    
+    if shell_lower == 'bash':
+        completion_script = get_bash_completion()
+        print(f"# Add the following to your ~/.bashrc or ~/.bash_profile:")
+        print(completion_script)
+    elif shell_lower == 'zsh':
+        completion_script = get_zsh_completion()
+        print(f"# Add the following to your ~/.zshrc:")
+        print(completion_script)
+    elif shell_lower == 'fish':
+        completion_script = get_fish_completion()
+        print(f"# Add the following to ~/.config/fish/conf.d/openai.fish:")
+        print(completion_script)
+    elif shell_lower == 'powershell':
+        completion_script = get_powershell_completion()
+        print(f"# Add the following to your PowerShell profile:")
+        print(completion_script)
+    else:
+        raise ValueError(f"Unsupported shell: {shell}. Supported shells: bash, zsh, fish, powershell")