diff --git a/docs/source/reference/modules.rst b/docs/source/reference/modules.rst
index 170251a81fa..c73ed5083fd 100644
--- a/docs/source/reference/modules.rst
+++ b/docs/source/reference/modules.rst
@@ -355,13 +355,18 @@ algorithms, such as DQN, DDPG or Dreamer.
 Multi-agent-specific modules
 ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 
-These networks implement models that can be used in
-multi-agent contexts.
+These networks implement models that can be used in multi-agent contexts.
+They use :func:`~torch.vmap` to execute multiple networks all at once on the
+network inputs. Because the parameters are batched, initialization may differ
+from what is usually done with other PyTorch modules, see
+:meth:`~torchrl.modules.MultiAgentNetBase.get_stateful_net`
+for more information.
 
 .. autosummary::
     :toctree: generated/
     :template: rl_template_noinherit.rst
 
+    MultiAgentNetBase
     MultiAgentMLP
     MultiAgentConvNet
     QMixer
diff --git a/test/test_modules.py b/test/test_modules.py
index 592464f0a96..feff5ea6819 100644
--- a/test/test_modules.py
+++ b/test/test_modules.py
@@ -839,6 +839,58 @@ def test_multiagent_mlp(
     agent_dim={-2}\)"""
         assert re.match(pattern, str(mlp), re.DOTALL)
 
+    @retry(AssertionError, 5)
+    @pytest.mark.parametrize("n_agents", [1, 3])
+    @pytest.mark.parametrize("share_params", [True, False])
+    @pytest.mark.parametrize("centralized", [True, False])
+    @pytest.mark.parametrize("n_agent_inputs", [6, None])
+    @pytest.mark.parametrize("batch", [(4,), (4, 3), ()])
+    def test_multiagent_mlp_init(
+        self,
+        n_agents,
+        centralized,
+        share_params,
+        batch,
+        n_agent_inputs,
+        n_agent_outputs=2,
+    ):
+        torch.manual_seed(1)
+        mlp = MultiAgentMLP(
+            n_agent_inputs=n_agent_inputs,
+            n_agent_outputs=n_agent_outputs,
+            n_agents=n_agents,
+            centralized=centralized,
+            share_params=share_params,
+            depth=2,
+        )
+        if n_agent_inputs is None:
+            n_agent_inputs = 6
+        td = self._get_mock_input_td(n_agents, n_agent_inputs, batch=batch)
+        obs = td.get(("agents", "observation"))
+        mlp(obs)
+        snet = mlp.get_stateful_net()
+        assert snet is not mlp._empty_net
+
+        def zero_inplace(mod):
+            if hasattr(mod, "weight"):
+                mod.weight.data *= 0
+            if hasattr(mod, "bias"):
+                mod.bias.data *= 0
+
+        snet.apply(zero_inplace)
+        assert (mlp.params == 0).all()
+
+        def one_outofplace(mod):
+            if hasattr(mod, "weight"):
+                mod.weight = nn.Parameter(torch.ones_like(mod.weight.data))
+            if hasattr(mod, "bias"):
+                mod.bias = nn.Parameter(torch.ones_like(mod.bias.data))
+
+        snet.apply(one_outofplace)
+        assert (mlp.params == 0).all()
+        mlp.from_stateful_net(snet)
+        assert (mlp.params == 1).all()
+
     def test_multiagent_mlp_lazy(self):
         mlp = MultiAgentMLP(
             n_agent_inputs=None,
diff --git a/torchrl/modules/__init__.py b/torchrl/modules/__init__.py
index 944210386e9..0c6505602f3 100644
--- a/torchrl/modules/__init__.py
+++ b/torchrl/modules/__init__.py
@@ -32,6 +32,7 @@
     MLP,
     MultiAgentConvNet,
     MultiAgentMLP,
+    MultiAgentNetBase,
     NoisyLazyLinear,
     NoisyLinear,
     ObsDecoder,
diff --git a/torchrl/modules/models/__init__.py b/torchrl/modules/models/__init__.py
index 62ccf53c30a..9a814e35477 100644
--- a/torchrl/modules/models/__init__.py
+++ b/torchrl/modules/models/__init__.py
@@ -32,5 +32,11 @@
     MLP,
     OnlineDTActor,
 )
-from .multiagent import MultiAgentConvNet, MultiAgentMLP, QMixer, VDNMixer
+from .multiagent import (
+    MultiAgentConvNet,
+    MultiAgentMLP,
+    MultiAgentNetBase,
+    QMixer,
+    VDNMixer,
+)
 from .utils import Squeeze2dLayer, SqueezeLayer
diff --git a/torchrl/modules/models/multiagent.py b/torchrl/modules/models/multiagent.py
index c44042388a5..a48ad5b634b 100644
--- a/torchrl/modules/models/multiagent.py
+++ b/torchrl/modules/models/multiagent.py
@@ -5,6 +5,7 @@
 from __future__ import annotations
 
 import abc
+from copy import deepcopy
 from textwrap import indent
 from typing import Optional, Sequence, Tuple, Type, Union
 
@@ -21,7 +22,13 @@
 
 
 class MultiAgentNetBase(nn.Module):
-    """A base class for multi-agent networks."""
+    """A base class for multi-agent networks.
+
+    .. note:: to initialize the MARL module parameters with the `torch.nn.init`
+        module, please refer to :meth:`~.get_stateful_net` and :meth:`~.from_stateful_net`
+        methods.
+
+    """
 
     _empty_net: nn.Module
 
@@ -142,6 +149,82 @@ def forward(self, *inputs: Tuple[torch.Tensor]) -> torch.Tensor:
 
         return output
 
+    def get_stateful_net(self, copy: bool = True):
+        """Returns a stateful version of the network.
+
+        This can be used to initialize parameters.
+
+        Such networks will generally not be callable out-of-the-box and will require some `vmap`
+        execution. to work
+
+        Args:
+            copy (bool, optional): if ``True``, a deepcopy of the network is made.
+                Defaults to ``True``.
+
+        If the parameters are modified in-place (recommended) there is no need to copy the
+        parameters back into the MARL module.
+        See :meth:`~.from_stateful_net` for details on how to re-populate the MARL model with
+        parameters that have been re-initialized out-of-place.
+
+        Examples:
+            >>> from torchrl.modules import MultiAgentMLP
+            >>> import torch
+            >>> n_agents = 6
+            >>> n_agent_inputs=3
+            >>> n_agent_outputs=2
+            >>> batch = 64
+            >>> obs = torch.zeros(batch, n_agents, n_agent_inputs)
+            >>> mlp = MultiAgentMLP(
+            ...     n_agent_inputs=n_agent_inputs,
+            ...     n_agent_outputs=n_agent_outputs,
+            ...     n_agents=n_agents,
+            ...     centralized=False,
+            ...     share_params=False,
+            ...     depth=2,
+            ... )
+            >>> snet = mlp.get_stateful_net()
+            >>> def init(module):
+            ...     if hasattr(module, "weight"):
+            ...         torch.nn.init.kaiming_normal_(module.weight)
+            >>> snet.apply(init)
+            >>> # If the module has been updated out-of-place (not the case here) we can reset the params
+            >>> mlp.from_stateful_net(snet)
+
+        """
+        if copy:
+            try:
+                net = deepcopy(self._empty_net)
+            except RuntimeError as err:
+                raise RuntimeError(
+                    "Failed to deepcopy the module, consider using copy=False."
+                ) from err
+        else:
+            net = self._empty_net
+        self.params.to_module(net)
+        return net
+
+    @abc.abstractmethod
+    def from_stateful_net(self, stateful_net: nn.Module):
+        """Populates the parameters given a stateful version of the network.
+
+        See :meth:`~.get_stateful_net` for details on how to gather a stateful version of the network.
+
+        Args:
+            stateful_net (nn.Module): the stateful network from which the params should be
+                gathered.
+
+        """
+        params = TensorDict.from_module(stateful_net, as_module=True)
+        keyset0 = set(params.keys(True, True))
+        keyset1 = set(self.params.keys(True, True))
+        if keyset0 != keyset1:
+            raise RuntimeError(
+                f"The keys of params and provided module differ: "
+                f"{keyset1-keyset0} are in self.params and not in the module, "
+                f"{keyset0-keyset1} are in the module but not in self.params."
+            )
+        self.params.data.update_(params.data)
+
     def __repr__(self):
         empty_net = self.__dict__["_empty_net"]
         with self.params.to_module(empty_net):
@@ -212,6 +295,10 @@ class MultiAgentMLP(MultiAgentNetBase):
             default: nn.Tanh.
         **kwargs: for :class:`torchrl.modules.models.MLP` can be passed to customize the MLPs.
 
+    .. note:: to initialize the MARL module parameters with the `torch.nn.init`
+        module, please refer to :meth:`~.get_stateful_net` and :meth:`~.from_stateful_net`
+        methods.
+
     Examples:
         >>> from torchrl.modules import MultiAgentMLP
         >>> import torch
@@ -219,8 +306,8 @@ class MultiAgentMLP(MultiAgentNetBase):
         >>> n_agent_inputs=3
         >>> n_agent_outputs=2
         >>> batch = 64
-        >>> obs = torch.zeros(batch, n_agents, n_agent_inputs
-        First let's instantiate a local network shared by all agents (e.g. a parameter-shared policy)
+        >>> obs = torch.zeros(batch, n_agents, n_agent_inputs)
+        >>> # instantiate a local network shared by all agents (e.g. a parameter-shared policy)
         >>> mlp = MultiAgentMLP(
         ...     n_agent_inputs=n_agent_inputs,
         ...     n_agent_outputs=n_agent_outputs,
@@ -357,6 +444,10 @@ class MultiAgentConvNet(MultiAgentNetBase):
 
     It expects inputs with shape ``(*B, n_agents, channels, x, y)``.
 
+    .. note:: to initialize the MARL module parameters with the `torch.nn.init`
+        module, please refer to :meth:`~.get_stateful_net` and :meth:`~.from_stateful_net`
+        methods.
+
     Args:
         n_agents (int): number of agents.
         centralized (bool): If ``True``, each agent will use the inputs of all agents to compute its output, resulting in input of shape ``(*B, n_agents * channels, x, y)``. Otherwise, each agent will only use its data as input.
@@ -388,7 +479,7 @@ class MultiAgentConvNet(MultiAgentNetBase):
         >>> n_agents = 7
         >>> channels, x, y = 3, 100, 100
         >>> obs = torch.randn(*batch, n_agents, channels, x, y)
-        >>> # First lets consider a centralized network with shared parameters.
+        >>> # Let's consider a centralized network with shared parameters.
         >>> cnn = MultiAgentConvNet(
         ...     n_agents,
         ...     centralized = True,