diff --git a/R/Callback.R b/R/Callback.R
index c0818848..34825687 100644
--- a/R/Callback.R
+++ b/R/Callback.R
@@ -52,6 +52,10 @@ Callback = R6Class("Callback",
     #' A callback can write data into the state.
     state = named_list(),
 
+    #' @field initialize_callback (`function()`)\cr
+    #' Function to be called when the callback is initialized.
+    initialize_callback = NULL,
+
     #' @description
     #' Creates a new instance of this [R6][R6::R6Class] class.
     #'
@@ -62,10 +66,16 @@ Callback = R6Class("Callback",
     #' @param man (`character(1)`)\cr
     #'   String in the format `[pkg]::[topic]` pointing to a manual page for this object.
     #'   The referenced help package can be opened via method `$help()`.
-    initialize = function(id, label = NA_character_, man = NA_character_) {
+    #' @param initialize_callback (`function()`)\cr
+    #'  Function to be called when the callback is initialized.
+    #'  The function should have the signature `function(self)`.
+    #'  The function can be used to set default values in the state via `self$state$...`.
+    initialize = function(id, label = NA_character_, man = NA_character_, initialize_callback = NULL) {
       self$id = assert_string(id)
       self$label = assert_string(label, na.ok = TRUE)
       self$man = assert_string(man, na.ok = TRUE)
+      self$initialize_callback = assert_function(initialize_callback, null.ok = TRUE, args = "self")
+      if (!is.null(self$initialize_callback)) self$initialize_callback(self)
     },
 
     #' @description
diff --git a/man/Callback.Rd b/man/Callback.Rd
index 9b33ac9e..142783ae 100644
--- a/man/Callback.Rd
+++ b/man/Callback.Rd
@@ -50,6 +50,9 @@ Defaults to \code{NA}, but can be set by child classes.}
 
 \item{\code{state}}{(named \code{list()})\cr
 A callback can write data into the state.}
+
+\item{\code{initialize_callback}}{(\verb{function()})\cr
+Function to be called when the callback is initialized.}
 }
 \if{html}{\out{</div>}}
 }
@@ -70,7 +73,12 @@ A callback can write data into the state.}
 \subsection{Method \code{new()}}{
 Creates a new instance of this \link[R6:R6Class]{R6} class.
 \subsection{Usage}{
-\if{html}{\out{<div class="r">}}\preformatted{Callback$new(id, label = NA_character_, man = NA_character_)}\if{html}{\out{</div>}}
+\if{html}{\out{<div class="r">}}\preformatted{Callback$new(
+  id,
+  label = NA_character_,
+  man = NA_character_,
+  initialize_callback = NULL
+)}\if{html}{\out{</div>}}
 }
 
 \subsection{Arguments}{
@@ -85,6 +93,11 @@ Label for the new instance.}
 \item{\code{man}}{(\code{character(1)})\cr
 String in the format \verb{[pkg]::[topic]} pointing to a manual page for this object.
 The referenced help package can be opened via method \verb{$help()}.}
+
+\item{\code{initialize_callback}}{(\verb{function()})\cr
+Function to be called when the callback is initialized.
+The function should have the signature \verb{function(self)}.
+The function can be used to set default values in the state via \code{self$state$...}.}
 }
 \if{html}{\out{</div>}}
 }
diff --git a/tests/testthat/test_Callback.R b/tests/testthat/test_Callback.R
index 80491b5a..46a32ae1 100644
--- a/tests/testthat/test_Callback.R
+++ b/tests/testthat/test_Callback.R
@@ -89,8 +89,6 @@ test_that("call_back() function works", {
   expect_equal(context$d, 1)
 })
 
-
-
 test_that("as_callbacks.Callback works", {
   CallbackTest  = R6Class("CallbackTest",
     inherit = Callback,
@@ -105,3 +103,27 @@ test_that("as_callbacks.Callback works", {
 
   expect_list(as_callbacks(test_callback))
 })
+
+test_that("initialize callback works", {
+  CallbackTest  = R6Class("CallbackTest",
+    inherit = Callback,
+    public = list(
+      on_stage = function(callback, context) {
+        context$a = 1
+      },
+      info = "Test"
+    )
+  )
+
+  initialize_callback = function(self) {
+    self$state$b = 1
+  }
+
+  test_callback = CallbackTest$new(
+    id = "mlr3misc.test",
+    label = "Test Callback",
+    man = "mlr3misc::Callback",
+    initialize_callback = initialize_callback)
+
+  expect_equal(test_callback$state$b, 1)
+})