diff --git a/changelog.md b/changelog.md
--- a/changelog.md
+++ b/changelog.md
@@ -1,3 +1,6 @@
+0.7.7.0
+* Add `natTransformRetryPolicy`
+
 0.7.6.3
 * Documentation fix on `recoverAll`
 
diff --git a/retry.cabal b/retry.cabal
--- a/retry.cabal
+++ b/retry.cabal
@@ -14,7 +14,7 @@
         case we should hang back for a bit and retry the query instead
         of simply raising an exception.
 
-version:             0.7.6.3
+version:             0.7.7.0
 synopsis:            Retry combinators for monadic actions that may fail
 license:             BSD3
 license-file:        LICENSE
diff --git a/src/Control/Retry.hs b/src/Control/Retry.hs
--- a/src/Control/Retry.hs
+++ b/src/Control/Retry.hs
@@ -35,6 +35,7 @@
       RetryPolicyM (..)
     , RetryPolicy
     , retryPolicy
+    , natTransformRetryPolicy
     , RetryStatus (..)
     , defaultRetryStatus
     , applyPolicy
@@ -174,6 +175,21 @@
       b' <- MaybeT $ b n
       return $! max a' b'
 #endif
+
+
+-------------------------------------------------------------------------------
+-- | Applies a natural transformation to a policy to run a RetryPolicy
+-- meant for the monad @m@ in the monad @n@ provided a transformation
+-- from @m@ to @n@ is available. A common case is if you have a pure
+-- policy, @RetryPolicyM Identity@ and want to use it to govern an
+-- @IO@ computation you could write:
+--
+-- @
+--   purePolicyInIO :: RetryPolicyM Identity -> RetryPolicyM IO
+--   purePolicyInIO = natTransformRetryPolicy (pure . runIdentity)
+-- @
+natTransformRetryPolicy :: (forall a. m a -> n a) -> RetryPolicyM m -> RetryPolicyM n
+natTransformRetryPolicy f (RetryPolicyM p) = RetryPolicyM $ \stat -> f (p stat)
 
 
 -------------------------------------------------------------------------------