diff --git a/test/test_cost.py b/test/test_cost.py
index dae1fa5f70c..d39a1238ea7 100644
--- a/test/test_cost.py
+++ b/test/test_cost.py
@@ -6567,7 +6567,13 @@ def test_a2c(self, device, gradient_mode, advantage, td_est, functional):
         else:
             raise NotImplementedError
 
-        loss_fn = A2CLoss(actor, value, loss_critic_type="l2", functional=functional)
+        loss_fn = A2CLoss(
+            actor,
+            value,
+            loss_critic_type="l2",
+            functional=functional,
+            return_tensorclass=False,
+        )
 
         # Check error is raised when actions require grads
         td["action"].requires_grad = True
diff --git a/torchrl/objectives/a2c.py b/torchrl/objectives/a2c.py
index 6edcda5c800..df02f05fb6f 100644
--- a/torchrl/objectives/a2c.py
+++ b/torchrl/objectives/a2c.py
@@ -2,6 +2,8 @@
 #
 # This source code is licensed under the MIT license found in the
 # LICENSE file in the root directory of this source tree.
+from __future__ import annotations
+
 import contextlib
 import warnings
 from copy import deepcopy
@@ -9,7 +11,7 @@
 from typing import Tuple
 
 import torch
-from tensordict import TensorDict, TensorDictBase
+from tensordict import tensorclass, TensorDict, TensorDictBase
 from tensordict.nn import dispatch, ProbabilisticTensorDictSequential, TensorDictModule
 from tensordict.utils import NestedKey
 from torch import distributions as d
@@ -31,6 +33,18 @@
 )
 
 
+@tensorclass
+class A2CLosses:
+    loss_objective: torch.Tensor
+    loss_critic: torch.Tensor | None = None
+    loss_entropy: torch.Tensor | None = None
+    entropy: torch.Tensor | None = None
+
+    @property
+    def aggregate_loss(self):
+        return self.loss_critic + self.loss_objective + self.loss_entropy
+
+
 class A2CLoss(LossModule):
     """TorchRL implementation of the A2C loss.
 
@@ -234,6 +248,7 @@ def __init__(
         functional: bool = True,
         actor: ProbabilisticTensorDictSequential = None,
         critic: ProbabilisticTensorDictSequential = None,
+        return_tensorclass: bool = False,
     ):
         if actor is not None:
             actor_network = actor
@@ -289,6 +304,7 @@ def __init__(
         if gamma is not None:
             raise TypeError(_GAMMA_LMBDA_DEPREC_ERROR)
         self.loss_critic_type = loss_critic_type
+        self.return_tensorclass = return_tensorclass
 
     @property
     def functional(self):
@@ -444,7 +460,7 @@ def _cached_detach_critic_network_params(self):
         return self.critic_network_params.detach()
 
     @dispatch()
-    def forward(self, tensordict: TensorDictBase) -> TensorDictBase:
+    def forward(self, tensordict: TensorDictBase) -> A2CLosses:
         tensordict = tensordict.clone(False)
         advantage = tensordict.get(self.tensor_keys.advantage, None)
         if advantage is None:
@@ -465,6 +481,8 @@ def forward(self, tensordict: TensorDictBase) -> TensorDictBase:
         if self.critic_coef:
             loss_critic = self.loss_critic(tensordict).mean()
             td_out.set("loss_critic", loss_critic.mean())
+        if self.return_tensorclass:
+            return A2CLosses._from_tensordict(td_out)
         return td_out
 
     def make_value_estimator(self, value_type: ValueEstimators = None, **hyperparams):