MXNet stands for mix and maximize. It is a flexible and scalable deep learning framework that is used to develop and deploy deep learning models. It is capable of running on various heterogeneous systems in a memory-efficient way. MXNet is also supported by various cloud providers such as Amazon Web Services and Microsoft Azure. Developers have the flexibility to go for both imperative and symbolic programming, making it easier for debugging and hyperparameter tuning while maximizing efficiency. Another advantage that MXNet offers is that it supports multiple languages such as Python, R, Scala, Clojure, Julia, Perl, MATLAB, and JavaScript. In this recipe, we will demonstrate how to set up MXNet in Windows and Linux systems.