diff --git a/MANIFEST.in b/MANIFEST.in
index 1eeef06..519f3c8 100644
--- a/MANIFEST.in
+++ b/MANIFEST.in
@@ -1 +1,2 @@
+include tsdb/config.ini
 prune tests
diff --git a/setup.py b/setup.py
index a54da13..3f59c1d 100644
--- a/setup.py
+++ b/setup.py
@@ -34,7 +34,7 @@
         "classification",
         "forecasting",
         "partially observed",
-        "irregular sampled",
+        "irregularly sampled",
         "partially-observed time series",
         "incomplete time series",
         "missing data",
diff --git a/tsdb/__init__.py b/tsdb/__init__.py
index 649d8df..f28f876 100644
--- a/tsdb/__init__.py
+++ b/tsdb/__init__.py
@@ -21,9 +21,9 @@
 #
 # Dev branch marker is: 'X.Y.dev' or 'X.Y.devN' where N is an integer.
 # 'X.Y.dev0' is the canonical version of 'X.Y.dev'
-__version__ = "0.2.1"
-
+__version__ = "0.3"
 
+from .utils.file import migrate
 from .data_processing import (
     list,
     load,
@@ -53,6 +53,7 @@
     "CACHED_DATASET_DIR",
     "pickle_dump",
     "pickle_load",
+    "migrate",
     # below are deprecated functions, import for now, will be removed in v0.2
     "list_database",
     "list_available_datasets",
diff --git a/tsdb/config.ini b/tsdb/config.ini
new file mode 100644
index 0000000..ce896fc
--- /dev/null
+++ b/tsdb/config.ini
@@ -0,0 +1,2 @@
+[path]
+data_home = .tsdb
diff --git a/tsdb/database.py b/tsdb/database.py
index bdf8d5f..5af1380 100644
--- a/tsdb/database.py
+++ b/tsdb/database.py
@@ -6,8 +6,27 @@
 # License: BSD-3-Clause
 
 import os
+from configparser import ConfigParser
+
+from .utils.logging import logger
+
+config = ConfigParser()
+tsdb_config_path = os.path.join(os.path.dirname(__file__), "config.ini")
+config.read(tsdb_config_path)
+
+old_cached_dataset_dir = os.path.join(os.path.expanduser("~"), ".tsdb_cached_datasets")
+CACHED_DATASET_DIR = os.path.join(
+    os.path.expanduser("~"), config.get("path", "data_home")
+)
+if os.path.exists(old_cached_dataset_dir):
+    logger.warning(
+        "‼️ Detected the home dir of the old version TSDB. "
+        "Since v0.3, TSDB has changed the default cache dir to '~/.tsdb'. "
+        "You can migrate downloaded datasets by invoking the new function "
+        f"tsdb.migrate(old='~/.tsdb_cached_datasets', new={CACHED_DATASET_DIR})"
+    )
+    CACHED_DATASET_DIR = old_cached_dataset_dir
 
-CACHED_DATASET_DIR = os.path.join(os.path.expanduser("~"), ".tsdb_cached_datasets")
 
 _DATABASE = {
     # http://www.physionet.org/challenge/2012
diff --git a/tsdb/utils/file.py b/tsdb/utils/file.py
index bac925d..dc2c5a2 100644
--- a/tsdb/utils/file.py
+++ b/tsdb/utils/file.py
@@ -10,9 +10,11 @@
 import pickle
 import shutil
 from typing import Optional
+from configparser import ConfigParser
+
 
-from ..database import CACHED_DATASET_DIR
 from .logging import logger
+from ..database import CACHED_DATASET_DIR
 
 
 def pickle_dump(data: object, path: str) -> Optional[str]:
@@ -94,3 +96,54 @@ def purge_path(path: str, ignore_errors: bool = True) -> None:
             )
     except shutil.Error:
         raise shutil.Error("Operation failed.")
+
+
+def migrate(old_path: str, new_path: str) -> None:
+    """Migrate datasets from old_path to new_path.
+
+    Parameters
+    ----------
+    old_path:
+        The old path of the dataset.
+
+    new_path:
+        The new path of the dataset.
+
+    """
+    if not os.path.exists(old_path):
+        raise FileNotFoundError(f"Given old_path {old_path} does not exist.")
+    if os.path.exists(new_path):
+        logger.warning(f"Please note that new_path {new_path} already exists.")
+        # if new_path exists, we have to move everything from old_path into it
+        all_old_files = os.listdir(old_path)
+        for f in all_old_files:
+            old_f_path = os.path.join(old_path, f)
+            if os.path.isdir(old_f_path):
+                new_f_path = os.path.join(new_path, f)
+                shutil.copytree(old_f_path, new_f_path)
+            else:
+                shutil.move(old_f_path, new_path)
+
+        shutil.rmtree(old_path, ignore_errors=True)
+    else:
+        # if new_path does not exist, just rename the old_path into it
+        os.rename(old_path, new_path)
+
+    config = ConfigParser()
+    parent_dir = os.path.abspath(os.path.join(os.path.dirname(__file__), ".."))
+    tsdb_config_path = os.path.join(parent_dir, "config.ini")
+    config.read(tsdb_config_path)
+
+    if os.path.abspath(old_path) == os.path.abspath(CACHED_DATASET_DIR):
+        config.set("path", "data_home", new_path)
+        with open(tsdb_config_path, "w") as f:
+            config.write(f)
+
+        logger.info(
+            f"Found the given old_path is the current TSDB dataset cache directory. "
+            f"Have already set the new cache directory to {new_path}."
+        )
+
+    logger.info(
+        f"Successfully migrated {old_path} to {new_path}, and deleted {old_path}"
+    )