diff --git a/.github/workflows/cuda.yml b/.github/workflows/cuda.yml
index 0525acaf5968..98c00fdbaa87 100644
--- a/.github/workflows/cuda.yml
+++ b/.github/workflows/cuda.yml
@@ -25,13 +25,13 @@ jobs:
       matrix:
         include:
           - method: source
-            python_version: 3.6
+            python_version: 3.7
             cuda_version: "11.2.0"
           - method: pip
-            python_version: 3.7
+            python_version: 3.8
             cuda_version: "10.0"
           - method: wheel
-            python_version: 3.8
+            python_version: 3.9
             cuda_version: "9.0"
     steps:
       - name: Setup or update software on host machine
diff --git a/.github/workflows/python_package.yml b/.github/workflows/python_package.yml
index 9c2103c23444..22a9b58ef993 100644
--- a/.github/workflows/python_package.yml
+++ b/.github/workflows/python_package.yml
@@ -26,7 +26,7 @@ jobs:
             python_version: 3.6
           - os: macOS-latest
             task: sdist
-            python_version: 3.8
+            python_version: 3.9
           - os: macOS-latest
             task: bdist
             python_version: 3.8
@@ -36,7 +36,7 @@ jobs:
           - os: macOS-latest
             task: mpi
             method: source
-            python_version: 3.8
+            python_version: 3.9
           - os: macOS-latest
             task: mpi
             method: pip
diff --git a/.github/workflows/static_analysis.yml b/.github/workflows/static_analysis.yml
index ed9790c8bb06..9f0faa12d1fd 100644
--- a/.github/workflows/static_analysis.yml
+++ b/.github/workflows/static_analysis.yml
@@ -15,7 +15,7 @@ env:
   CONDA_ENV: test-env
   GITHUB_ACTIONS: 'true'
   OS_NAME: 'linux'
-  PYTHON_VERSION: 3.8
+  PYTHON_VERSION: 3.9
 
 jobs:
   test:
diff --git a/.vsts-ci.yml b/.vsts-ci.yml
index 536a817e66ca..522fe1ccc53f 100644
--- a/.vsts-ci.yml
+++ b/.vsts-ci.yml
@@ -9,7 +9,7 @@ pr:
 - master
 variables:
   AZURE: 'true'
-  PYTHON_VERSION: 3.8
+  PYTHON_VERSION: 3.9
   CONDA_ENV: test-env
 resources:
   containers:
@@ -35,14 +35,15 @@ jobs:
         TASK: regular
       sdist:
         TASK: sdist
+        PYTHON_VERSION: 3.7
       bdist:
         TASK: bdist
-        PYTHON_VERSION: 3.7
       inference:
         TASK: if-else
       mpi_source:
         TASK: mpi
         METHOD: source
+        PYTHON_VERSION: 3.8
       gpu_source:
         TASK: gpu
         METHOD: source
@@ -89,6 +90,7 @@ jobs:
         TASK: sdist
       bdist:
         TASK: bdist
+        PYTHON_VERSION: 3.8
       inference:
         TASK: if-else
       mpi_source:
@@ -97,7 +99,7 @@ jobs:
       mpi_pip:
         TASK: mpi
         METHOD: pip
-        PYTHON_VERSION: 3.7
+        PYTHON_VERSION: 3.8
       mpi_wheel:
         TASK: mpi
         METHOD: wheel
@@ -151,6 +153,7 @@ jobs:
         PYTHON_VERSION: 3.7
       sdist:
         TASK: sdist
+        PYTHON_VERSION: 3.8
       bdist:
         TASK: bdist
       swig:
@@ -187,6 +190,7 @@ jobs:
         PYTHON_VERSION: 3.6
       sdist:
         TASK: sdist
+        PYTHON_VERSION: 3.8
       bdist:
         TASK: bdist
       swig:
diff --git a/python-package/setup.py b/python-package/setup.py
index e468d05cd9dc..01c3281cfa4f 100644
--- a/python-package/setup.py
+++ b/python-package/setup.py
@@ -374,4 +374,5 @@ def run(self):
                        'Programming Language :: Python :: 3.6',
                        'Programming Language :: Python :: 3.7',
                        'Programming Language :: Python :: 3.8',
+                       'Programming Language :: Python :: 3.9',
                        'Topic :: Scientific/Engineering :: Artificial Intelligence'])