diff --git a/tensordict/tensordict.py b/tensordict/tensordict.py
index bf462b4b6..507cab7d1 100644
--- a/tensordict/tensordict.py
+++ b/tensordict/tensordict.py
@@ -2348,6 +2348,24 @@ def masked_fill(self, mask: Tensor, value: float | bool) -> TensorDictBase:
         """
         raise NotImplementedError
 
+    def masked_select_(self, mask: Tensor) -> TensorDictBase:
+        """Masks all tensors of the TensorDict.
+
+        Args:
+            mask (torch.Tensor): boolean mask to be used for the tensors.
+                Shape must match the TensorDict batch_size.
+
+        Examples:
+            >>> td = TensorDict(source={'a': torch.zeros(3, 4)},
+            ...    batch_size=[3])
+            >>> mask = torch.tensor([True, False, False])
+            >>> td.masked_select_(mask)
+            >>> td.get("a")
+            tensor([[0., 0., 0., 0.]])
+
+        """
+        raise NotImplementedError
+
     def masked_select(self, mask: Tensor) -> TensorDictBase:
         """Masks all tensors of the TensorDict and return a new TensorDict instance with similar keys pointing to masked values.
 
@@ -4006,6 +4024,55 @@ def to(tensor):
                 f"instance, {dest} not allowed"
             )
 
+    def masked_select_(self, mask: Tensor) -> TensorDictBase:
+        """Masks all tensors of the TensorDict.
+
+        Args:
+            mask (torch.Tensor): boolean mask to be used for the tensors.
+                Shape must match the TensorDict batch_size.
+
+        Examples:
+            >>> td = TensorDict(source={'a': torch.zeros(3, 4)},
+            ...    batch_size=[3])
+            >>> mask = torch.tensor([True, False, False])
+            >>> td.masked_select_(mask)
+            >>> td_mask.get("a")
+            tensor([[0., 0., 0., 0.]])
+
+        """
+        d={}
+        for key, val in self.items():
+            if hasattr(val, "masked_select_"):      # modify inplace supported, or nested TensorDict
+                val_sel  = val.masked_select_(mask)     # val_sel should be val
+            else:
+                val_sel = val[mask]
+            d[key] = val_sel
+        dim = int(mask.sum().item())
+        other_dim = self.shape[mask.ndim :]
+        new_batch_size = torch.Size([dim, *other_dim])
+        for key, val in d.items():
+            self._set(key, val)
+        self.batch_size = new_batch_size
+        return self
+    
+    # def masked_select(self, mask: Tensor) -> TensorDictBase:
+    #     """Masks all tensors of the TensorDict and return a new TensorDict instance with similar keys pointing to masked values.
+
+    #     Args:
+    #         mask (torch.Tensor): boolean mask to be used for the tensors.
+    #             Shape must match the TensorDict batch_size.
+
+    #     Examples:
+    #         >>> td = TensorDict(source={'a': torch.zeros(3, 4)},
+    #         ...    batch_size=[3])
+    #         >>> mask = torch.tensor([True, False, False])
+    #         >>> td_mask = td.masked_select(mask)
+    #         >>> td_mask.get("a")
+    #         tensor([[0., 0., 0., 0.]])
+
+    #     """
+    #     return self.clone().masked_select_(mask)
+
     def masked_fill_(self, mask: Tensor, value: float | int | bool) -> TensorDictBase:
         for item in self.values():
             mask_expand = expand_as_right(mask, item)