diff --git a/CMakeLists.txt b/CMakeLists.txt
index 2dcde3a..098d56c 100644
--- a/CMakeLists.txt
+++ b/CMakeLists.txt
@@ -18,6 +18,7 @@ add_message_files(
   angular_velocity.msg
   magnetic_field.msg
   temperature.msg
+  covariance.msg
 )
 
 # Add service files.
diff --git a/msg/covariance.msg b/msg/covariance.msg
new file mode 100644
index 0000000..c53494c
--- /dev/null
+++ b/msg/covariance.msg
@@ -0,0 +1,4 @@
+# The covariance matrix for a sensor measurement.
+
+uint32 dimensions           # The number of independent measurements represented by the covariance matrix.
+float64[] covariance        # The covariance matrix in row-major order.
\ No newline at end of file