diff --git a/core/src/main/scala-2.13+/cats/instances/arraySeq.scala b/core/src/main/scala-2.13+/cats/instances/arraySeq.scala
index 355664b0be..27e7db072f 100644
--- a/core/src/main/scala-2.13+/cats/instances/arraySeq.scala
+++ b/core/src/main/scala-2.13+/cats/instances/arraySeq.scala
@@ -222,5 +222,10 @@ private[cats] object ArraySeqInstances {
         fa.foldRight(Eval.now(G.pure(ArraySeq.untagged.empty[A]))) { case (x, xse) =>
           G.map2Eval(f(x), xse)((b, vec) => if (b) x +: vec else vec)
         }.value
+
+      override def mapAccumulateFilter[S, A, B](init: S, fa: ArraySeq[A])(
+        f: (S, A) => (S, Option[B])
+      ): (S, ArraySeq[B]) =
+        StaticMethods.mapAccumulateFilterFromStrictFunctorFilter(init, fa, f)(this)
     }
 }
diff --git a/core/src/main/scala/cats/TraverseFilter.scala b/core/src/main/scala/cats/TraverseFilter.scala
index 2f44b0f7c3..f68b65ac2b 100644
--- a/core/src/main/scala/cats/TraverseFilter.scala
+++ b/core/src/main/scala/cats/TraverseFilter.scala
@@ -122,6 +122,21 @@ trait TraverseFilter[F[_]] extends FunctorFilter[F] {
   override def mapFilter[A, B](fa: F[A])(f: A => Option[B]): F[B] =
     traverseFilter[Id, A, B](fa)(f)
 
+  /**
+  * Like [[mapAccumulate]], but allows `Option` in supplied accumulating function,
+  * keeping only `Some`s.
+  *
+  * Example:
+  * {{{
+  * scala> import cats.syntax.all._
+  * scala> val sumAllAndKeepOdd = (s: Int, n: Int) => (s + n, Option.when(n % 2 == 1)(n))
+  * scala> List(1, 2, 3, 4).mapAccumulateFilter(0, sumAllAndKeepOdd)
+  * res1: (Int, List[Int]) = (10, List(1, 3))
+  * }}}
+  */
+  def mapAccumulateFilter[S, A, B](init: S, fa: F[A])(f: (S, A) => (S, Option[B])): (S, F[B]) =
+    traverseFilter(fa)(a => State(s => f(s, a))).run(init).value
+
   /**
    * Removes duplicate elements from a list, keeping only the first occurrence.
    */
@@ -184,6 +199,8 @@ object TraverseFilter {
       typeClassInstance.filterA[G, A](self)(f)(G)
     def traverseEither[G[_], B, C](f: A => G[Either[C, B]])(g: (A, C) => G[Unit])(implicit G: Monad[G]): G[F[B]] =
       typeClassInstance.traverseEither[G, A, B, C](self)(f)(g)(G)
+    def mapAccumulateFilter[S, B](init: S)(f: (S, A) => (S, Option[B])): (S, F[B]) =
+      typeClassInstance.mapAccumulateFilter[S, A, B](init, self)(f)
     def ordDistinct(implicit O: Order[A]): F[A] = typeClassInstance.ordDistinct(self)
     def hashDistinct(implicit H: Hash[A]): F[A] = typeClassInstance.hashDistinct(self)
   }
diff --git a/core/src/main/scala/cats/data/Chain.scala b/core/src/main/scala/cats/data/Chain.scala
index 69c0d2da5e..e444a1982a 100644
--- a/core/src/main/scala/cats/data/Chain.scala
+++ b/core/src/main/scala/cats/data/Chain.scala
@@ -1369,6 +1369,9 @@ sealed abstract private[data] class ChainInstances extends ChainInstances1 {
         )
         .value
 
+    override def mapAccumulateFilter[S, A, B](init: S, fa: Chain[A])(f: (S, A) => (S, Option[B])): (S, Chain[B]) =
+      StaticMethods.mapAccumulateFilterFromStrictFunctorFilter(init, fa, f)(this)
+
   }
 
   private[this] val theMonoid: Monoid[Chain[Any]] = new Monoid[Chain[Any]] {
diff --git a/core/src/main/scala/cats/instances/StaticMethods.scala b/core/src/main/scala/cats/instances/StaticMethods.scala
index 8df598bddd..fa44ab968b 100644
--- a/core/src/main/scala/cats/instances/StaticMethods.scala
+++ b/core/src/main/scala/cats/instances/StaticMethods.scala
@@ -21,7 +21,7 @@
 
 package cats.instances
 
-import cats.Functor
+import cats.{Functor, FunctorFilter}
 
 import scala.collection.mutable.Builder
 
@@ -70,4 +70,18 @@ private[cats] object StaticMethods {
     }
   }
 
+  def mapAccumulateFilterFromStrictFunctorFilter[S, F[_], A, B](init: S, fa: F[A], f: (S, A) => (S, Option[B]))(implicit
+    ev: FunctorFilter[F]
+  ): (S, F[B]) = {
+    var state = init
+
+    val fb = ev.mapFilter(fa) { a =>
+      val (newState, b) = f(state, a)
+      state = newState
+      b
+    }
+
+    (state, fb)
+  }
+
 }
diff --git a/core/src/main/scala/cats/instances/list.scala b/core/src/main/scala/cats/instances/list.scala
index f4d01cda86..72d0a9201b 100644
--- a/core/src/main/scala/cats/instances/list.scala
+++ b/core/src/main/scala/cats/instances/list.scala
@@ -322,5 +322,8 @@ private[instances] trait ListInstancesBinCompat0 {
           G.map2Eval(f(x), xse)((b, list) => if (b) x :: list else list)
         )
         .value
+
+    override def mapAccumulateFilter[S, A, B](init: S, fa: List[A])(f: (S, A) => (S, Option[B])): (S, List[B]) =
+      StaticMethods.mapAccumulateFilterFromStrictFunctorFilter(init, fa, f)(this)
   }
 }
diff --git a/core/src/main/scala/cats/instances/option.scala b/core/src/main/scala/cats/instances/option.scala
index 315b91f942..f8777a8911 100644
--- a/core/src/main/scala/cats/instances/option.scala
+++ b/core/src/main/scala/cats/instances/option.scala
@@ -285,5 +285,11 @@ private[instances] trait OptionInstancesBinCompat0 {
         case Some(a) => G.map(f(a))(b => if (b) Some(a) else None)
       }
 
+    override def mapAccumulateFilter[S, A, B](init: S, fa: Option[A])(f: (S, A) => (S, Option[B])): (S, Option[B]) =
+      fa match {
+        case Some(a) => f(init, a)
+        case None    => (init, None)
+      }
+
   }
 }
diff --git a/core/src/main/scala/cats/instances/queue.scala b/core/src/main/scala/cats/instances/queue.scala
index 1bfbc52af6..00c06c0ddf 100644
--- a/core/src/main/scala/cats/instances/queue.scala
+++ b/core/src/main/scala/cats/instances/queue.scala
@@ -237,5 +237,8 @@ private object QueueInstances {
           G.map2Eval(f(x), xse)((b, queue) => if (b) x +: queue else queue)
         )
         .value
+
+    override def mapAccumulateFilter[S, A, B](init: S, fa: Queue[A])(f: (S, A) => (S, Option[B])): (S, Queue[B]) =
+      StaticMethods.mapAccumulateFilterFromStrictFunctorFilter(init, fa, f)(this)
   }
 }
diff --git a/core/src/main/scala/cats/instances/vector.scala b/core/src/main/scala/cats/instances/vector.scala
index 88db57d2b4..872ec1c42f 100644
--- a/core/src/main/scala/cats/instances/vector.scala
+++ b/core/src/main/scala/cats/instances/vector.scala
@@ -271,5 +271,8 @@ private[instances] trait VectorInstancesBinCompat0 {
           G.map2Eval(f(x), xse)((b, vector) => if (b) x +: vector else vector)
         )
         .value
+
+    override def mapAccumulateFilter[S, A, B](init: S, fa: Vector[A])(f: (S, A) => (S, Option[B])): (S, Vector[B]) =
+      StaticMethods.mapAccumulateFilterFromStrictFunctorFilter(init, fa, f)(this)
   }
 }
diff --git a/tests/shared/src/test/scala/cats/tests/TraverseFilterSuite.scala b/tests/shared/src/test/scala/cats/tests/TraverseFilterSuite.scala
index 92d8131d6d..38f8f38fc7 100644
--- a/tests/shared/src/test/scala/cats/tests/TraverseFilterSuite.scala
+++ b/tests/shared/src/test/scala/cats/tests/TraverseFilterSuite.scala
@@ -38,6 +38,19 @@ abstract class TraverseFilterSuite[F[_]: TraverseFilter](name: String)(implicit
 
   implicit def T: Traverse[F] = implicitly[TraverseFilter[F]].traverse
 
+  test(s"TraverseFilter[$name].mapAccumulateFilter") {
+    forAll { (init: Int, fa: F[Int], fn: ((Int, Int)) => (Int, Option[Int])) =>
+      val lhs = fa.mapAccumulateFilter(init)((s, a) => fn((s, a)))
+
+      val rhs = fa.foldLeft((init, List.empty[Int])) { case ((s1, acc), a) =>
+        val (s2, b) = fn((s1, a))
+        (s2, b.fold(acc)(_ :: acc))
+      }
+
+      assert(lhs.map(_.toList) === rhs.map(_.reverse))
+    }
+  }
+
   test(s"TraverseFilter[$name].ordDistinct") {
     forAll { (fa: F[Int]) =>
       fa.ordDistinct.toList === fa.toList.distinct