diff --git a/.github/dependabot.yml b/.github/dependabot.yml
new file mode 100644
index 00000000000..2c48305b7eb
--- /dev/null
+++ b/.github/dependabot.yml
@@ -0,0 +1,11 @@
+version: 2
+updates:
+  - package-ecosystem: "github-actions"
+    directory: "/"
+    groups:
+      github-actions:
+        patterns: ["*"]
+    schedule:
+      interval: "weekly"
+    cooldown:
+      default-days: 7
diff --git a/.github/workflows/lint_title.yml b/.github/workflows/lint_title.yml
index 8c9cd8ff8d1..1d19474bba4 100644
--- a/.github/workflows/lint_title.yml
+++ b/.github/workflows/lint_title.yml
@@ -18,10 +18,10 @@ jobs:
     steps:
       # This step is necessary because the lint title uses the .commitlintrc.js file in the project root directory.
       - name: Checkout Repository
-        uses: actions/checkout@v4
+        uses: actions/checkout@11d5960a326750d5838078e36cf38b85af677262 # v4.4.0
 
       - name: Setup Node.js
-        uses: actions/setup-node@v4
+        uses: actions/setup-node@49933ea5288caeca8642d1e84afbd3f7d6820020 # v4.4.0
         with:
           node-version: '16'
 
diff --git a/.github/workflows/release.yml b/.github/workflows/release.yml
index 415bbffc8e3..5bae09da91d 100644
--- a/.github/workflows/release.yml
+++ b/.github/workflows/release.yml
@@ -17,7 +17,7 @@ jobs:
     steps:
       - name: Release please
         id: release_please
-        uses: googleapis/release-please-action@v4
+        uses: googleapis/release-please-action@5c625bfb5d1ff62eadeeb3772007f7f66fdcf071 # v4.4.1
         with:
           token: ${{ secrets.PAT }}
           release-type: simple
@@ -30,20 +30,20 @@ jobs:
     runs-on: ubuntu-latest
 
     steps:
-      - uses: actions/checkout@v4
+      - uses: actions/checkout@11d5960a326750d5838078e36cf38b85af677262 # v4.4.0
         if: needs.release.outputs.release_created == 'true'
         with:
           fetch-depth: 0
 
       - name: Set up Python ${{ matrix.python-version }}
         if: needs.release.outputs.release_created == 'true'
-        uses: actions/setup-python@v4
+        uses: actions/setup-python@7f4fc3e22c37d6ff65e88745f38bd3157c663f7c # v4.9.1
         with:
           python-version: ${{ matrix.python-version }}
 
       - name: Build wheel on Linux
         if: needs.release.outputs.release_created == 'true'
-        uses: RalfG/python-wheels-manylinux-build@v0.7.1-manylinux2014_x86_64
+        uses: RalfG/python-wheels-manylinux-build@ff8504699f7a33a08d3ff85b3c6d4e8f0e70462b # v0.7.1-manylinux2014_x86_64
         with:
           python-versions: 'cp38-cp38 cp39-cp39 cp310-cp310 cp311-cp311 cp312-cp312'
           build-requirements: 'numpy cython'
@@ -76,14 +76,14 @@ jobs:
         python-version: ["3.8", "3.9", "3.10", "3.11", "3.12"]
 
     steps:
-      - uses: actions/checkout@v4
+      - uses: actions/checkout@11d5960a326750d5838078e36cf38b85af677262 # v4.4.0
         if: needs.release.outputs.release_created == 'true'
         with:
           fetch-depth: 0
 
       - name: Set up Python ${{ matrix.python-version }}
         if: needs.release.outputs.release_created == 'true'
-        uses: actions/setup-python@v4
+        uses: actions/setup-python@7f4fc3e22c37d6ff65e88745f38bd3157c663f7c # v4.9.1
         with:
           python-version: ${{ matrix.python-version }}
 
diff --git a/.github/workflows/stale.yml b/.github/workflows/stale.yml
index 6ce457dfdcc..00878b49685 100644
--- a/.github/workflows/stale.yml
+++ b/.github/workflows/stale.yml
@@ -10,7 +10,7 @@ jobs:
     runs-on: ubuntu-latest
 
     steps:
-    - uses: actions/stale@v3
+    - uses: actions/stale@98ed4cb500039dbcccf4bd9bedada4d0187f2757 # v3.0.19
       with:
         repo-token: ${{ secrets.GITHUB_TOKEN }}
         stale-issue-message: 'This issue is stale because it has been open for three months with no activity. Remove the stale label or comment on the issue otherwise this will be closed in 5 days'
diff --git a/.github/workflows/test_qlib_from_pip.yml b/.github/workflows/test_qlib_from_pip.yml
index 6a3bfe674d7..d448e479c1c 100644
--- a/.github/workflows/test_qlib_from_pip.yml
+++ b/.github/workflows/test_qlib_from_pip.yml
@@ -25,12 +25,12 @@ jobs:
 
     steps:
     - name: Test qlib from pip
-      uses: actions/checkout@v4
+      uses: actions/checkout@11d5960a326750d5838078e36cf38b85af677262 # v4.4.0
       with:
         fetch-depth: 0
 
     - name: Set up Python ${{ matrix.python-version }}
-      uses: actions/setup-python@v4
+      uses: actions/setup-python@7f4fc3e22c37d6ff65e88745f38bd3157c663f7c # v4.9.1
       with:
         python-version: ${{ matrix.python-version }}
 
diff --git a/.github/workflows/test_qlib_from_source.yml b/.github/workflows/test_qlib_from_source.yml
index 81f6926a81b..30d6f7a8006 100644
--- a/.github/workflows/test_qlib_from_source.yml
+++ b/.github/workflows/test_qlib_from_source.yml
@@ -26,12 +26,12 @@ jobs:
 
     steps:
     - name: Test qlib from source
-      uses: actions/checkout@v4
+      uses: actions/checkout@11d5960a326750d5838078e36cf38b85af677262 # v4.4.0
       with:
         fetch-depth: 0
 
     - name: Set up Python ${{ matrix.python-version }}
-      uses: actions/setup-python@v4
+      uses: actions/setup-python@7f4fc3e22c37d6ff65e88745f38bd3157c663f7c # v4.9.1
       with:
         python-version: ${{ matrix.python-version }}
 
@@ -110,7 +110,7 @@ jobs:
 
     - name: Unit tests with Pytest (MacOS)
       if: ${{ matrix.os == 'macos-14' || matrix.os == 'macos-15' }}
-      uses: nick-fields/retry@v2
+      uses: nick-fields/retry@14672906e672a08bd6eeb15720e9ed3ce869cdd4 # v2.9.0
       with:
         timeout_minutes: 60
         max_attempts: 3
@@ -126,7 +126,7 @@ jobs:
 
     - name: Unit tests with Pytest (Ubuntu and Windows)
       if: ${{ matrix.os != 'macos-13' && matrix.os != 'macos-14' && matrix.os != 'macos-15' }}
-      uses: nick-fields/retry@v2
+      uses: nick-fields/retry@14672906e672a08bd6eeb15720e9ed3ce869cdd4 # v2.9.0
       with:
         timeout_minutes: 60
         max_attempts: 3
diff --git a/.github/workflows/test_qlib_from_source_slow.yml b/.github/workflows/test_qlib_from_source_slow.yml
index 79e2a1117e0..a8104dc325c 100644
--- a/.github/workflows/test_qlib_from_source_slow.yml
+++ b/.github/workflows/test_qlib_from_source_slow.yml
@@ -26,12 +26,12 @@ jobs:
 
     steps:
     - name: Test qlib from source slow
-      uses: actions/checkout@v4
+      uses: actions/checkout@11d5960a326750d5838078e36cf38b85af677262 # v4.4.0
       with:
         fetch-depth: 0
 
     - name: Set up Python ${{ matrix.python-version }}
-      uses: actions/setup-python@v4
+      uses: actions/setup-python@7f4fc3e22c37d6ff65e88745f38bd3157c663f7c # v4.9.1
       with:
         python-version: ${{ matrix.python-version }}
 
@@ -51,7 +51,7 @@ jobs:
         python -m pip install --no-binary=:all: lightgbm
 
     - name: Unit tests with Pytest
-      uses: nick-fields/retry@v2
+      uses: nick-fields/retry@14672906e672a08bd6eeb15720e9ed3ce869cdd4 # v2.9.0
       with:
         timeout_minutes: 240
         max_attempts: 3