diff --git a/miplearn/instance/file.py b/miplearn/instance/file.py
new file mode 100644
index 0000000..f0e5664
--- /dev/null
+++ b/miplearn/instance/file.py
@@ -0,0 +1,132 @@
+#  MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
+#  Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved.
+#  Released under the modified BSD license. See COPYING.md for more details.
+import gc
+import os
+from typing import Any, Optional, List, Dict, TYPE_CHECKING
+import pickle
+
+from overrides import overrides
+
+from miplearn.features.sample import Hdf5Sample, Sample
+from miplearn.instance.base import Instance
+
+if TYPE_CHECKING:
+    from miplearn.solvers.learning import InternalSolver
+
+
+class FileInstance(Instance):
+    def __init__(self, filename: str) -> None:
+        super().__init__()
+        assert os.path.exists(filename), f"File not found: {filename}"
+        self.h5 = Hdf5Sample(filename)
+        self.instance: Optional[Instance] = None
+
+    # Delegation
+    # -------------------------------------------------------------------------
+    @overrides
+    def to_model(self) -> Any:
+        assert self.instance is not None
+        return self.instance.to_model()
+
+    @overrides
+    def get_instance_features(self) -> List[float]:
+        assert self.instance is not None
+        return self.instance.get_instance_features()
+
+    @overrides
+    def get_variable_features(self) -> Dict[str, List[float]]:
+        assert self.instance is not None
+        return self.instance.get_variable_features()
+
+    @overrides
+    def get_variable_categories(self) -> Dict[str, str]:
+        assert self.instance is not None
+        return self.instance.get_variable_categories()
+
+    @overrides
+    def get_constraint_features(self) -> Dict[str, List[float]]:
+        assert self.instance is not None
+        return self.instance.get_constraint_features()
+
+    @overrides
+    def get_constraint_categories(self) -> Dict[str, str]:
+        assert self.instance is not None
+        return self.instance.get_constraint_categories()
+
+    @overrides
+    def has_static_lazy_constraints(self) -> bool:
+        assert self.instance is not None
+        return self.instance.has_static_lazy_constraints()
+
+    @overrides
+    def has_dynamic_lazy_constraints(self) -> bool:
+        assert self.instance is not None
+        return self.instance.has_dynamic_lazy_constraints()
+
+    @overrides
+    def is_constraint_lazy(self, cid: str) -> bool:
+        assert self.instance is not None
+        return self.instance.is_constraint_lazy(cid)
+
+    @overrides
+    def find_violated_lazy_constraints(
+        self,
+        solver: "InternalSolver",
+        model: Any,
+    ) -> List[str]:
+        assert self.instance is not None
+        return self.instance.find_violated_lazy_constraints(solver, model)
+
+    @overrides
+    def enforce_lazy_constraint(
+        self,
+        solver: "InternalSolver",
+        model: Any,
+        violation: str,
+    ) -> None:
+        assert self.instance is not None
+        self.instance.enforce_lazy_constraint(solver, model, violation)
+
+    @overrides
+    def find_violated_user_cuts(self, model: Any) -> List[str]:
+        assert self.instance is not None
+        return self.instance.find_violated_user_cuts(model)
+
+    @overrides
+    def enforce_user_cut(
+        self,
+        solver: "InternalSolver",
+        model: Any,
+        violation: str,
+    ) -> None:
+        assert self.instance is not None
+        self.instance.enforce_user_cut(solver, model, violation)
+
+    # Input & Output
+    # -------------------------------------------------------------------------
+    @overrides
+    def free(self) -> None:
+        self.instance = None
+        gc.collect()
+
+    @overrides
+    def load(self) -> None:
+        if self.instance is not None:
+            return
+        self.instance = pickle.loads(self.h5.get_bytes("pickled"))
+        assert isinstance(self.instance, Instance)
+
+    @classmethod
+    def save(cls, instance: Instance, filename: str) -> None:
+        h5 = Hdf5Sample(filename)
+        instance_pkl = pickle.dumps(instance)
+        h5.put_bytes("pickled", instance_pkl)
+
+    @overrides
+    def create_sample(self) -> Sample:
+        return self.h5
+
+    @overrides
+    def get_samples(self) -> List[Sample]:
+        return [self.h5]
diff --git a/tests/instance/test_file.py b/tests/instance/test_file.py
new file mode 100644
index 0000000..14c7c73
--- /dev/null
+++ b/tests/instance/test_file.py
@@ -0,0 +1,32 @@
+#  MIPLearn: Extensible Framework for Learning-Enhanced Mixed-Integer Optimization
+#  Copyright (C) 2020-2021, UChicago Argonne, LLC. All rights reserved.
+#  Released under the modified BSD license. See COPYING.md for more details.
+
+import tempfile
+
+from miplearn.solvers.learning import LearningSolver
+from miplearn.solvers.gurobi import GurobiSolver
+from miplearn.features.sample import Hdf5Sample
+from miplearn.instance.file import FileInstance
+
+
+def test_usage() -> None:
+    # Create original instance
+    original = GurobiSolver().build_test_instance_knapsack()
+
+    # Save instance to disk
+    file = tempfile.NamedTemporaryFile()
+    FileInstance.save(original, file.name)
+    sample = Hdf5Sample(file.name)
+    assert len(sample.get_bytes("pickled")) > 0
+
+    # Solve instance from disk
+    solver = LearningSolver(solver=GurobiSolver())
+    solver.solve(FileInstance(file.name))
+
+    # Assert HDF5 contains training data
+    sample = FileInstance(file.name).get_samples()[0]
+    assert sample.get_scalar("mip_lower_bound") == 1183.0
+    assert sample.get_scalar("mip_upper_bound") == 1183.0
+    assert len(sample.get_vector("lp_var_values")) == 5
+    assert len(sample.get_vector("mip_var_values")) == 5