diff --git a/docs/tutorials/advanced_topics/howto_pytorch_lightning.md.template b/docs/tutorials/advanced_topics/howto_pytorch_lightning.md.template
index 01e170951e..4d54d5636a 100644
--- a/docs/tutorials/advanced_topics/howto_pytorch_lightning.md.template
+++ b/docs/tutorials/advanced_topics/howto_pytorch_lightning.md.template
@@ -134,7 +134,7 @@ To train the model using PyTorch Lightning, we only need to extend the class wit
 
 
 ```python
-import pytorch_lightning as pl
+import lightning.pytorch as pl
 ```
 
 
diff --git a/requirements/requirements-pytorch.txt b/requirements/requirements-pytorch.txt
index 16a40f64a3..03f4e997ab 100644
--- a/requirements/requirements-pytorch.txt
+++ b/requirements/requirements-pytorch.txt
@@ -1,5 +1,7 @@
 torch>=1.9,<3
-pytorch-lightning>=1.5,<3
+lightning>=1.8,<2.2
+# Capping `lightning` does not cap `pytorch_lightning`, so we cap manually
+pytorch_lightning>=1.8,<2.2
 # Need to pin protobuf (for now)
 # See: https://github.com/PyTorchLightning/pytorch-lightning/issues/13159
 protobuf~=3.19.0
diff --git a/src/gluonts/torch/model/d_linear/estimator.py b/src/gluonts/torch/model/d_linear/estimator.py
index 4f58caf4a0..e3f428db86 100644
--- a/src/gluonts/torch/model/d_linear/estimator.py
+++ b/src/gluonts/torch/model/d_linear/estimator.py
@@ -14,7 +14,7 @@
 from typing import Optional, Iterable, Dict, Any
 
 import torch
-import pytorch_lightning as pl
+import lightning.pytorch as pl
 
 from gluonts.core.component import validated
 from gluonts.dataset.common import Dataset
diff --git a/src/gluonts/torch/model/d_linear/lightning_module.py b/src/gluonts/torch/model/d_linear/lightning_module.py
index 28dccf1b97..bd081b45dd 100644
--- a/src/gluonts/torch/model/d_linear/lightning_module.py
+++ b/src/gluonts/torch/model/d_linear/lightning_module.py
@@ -11,7 +11,7 @@
 # express or implied. See the License for the specific language governing
 # permissions and limitations under the License.
 
-import pytorch_lightning as pl
+import lightning.pytorch as pl
 import torch
 
 from gluonts.core.component import validated
diff --git a/src/gluonts/torch/model/deepar/lightning_module.py b/src/gluonts/torch/model/deepar/lightning_module.py
index fc676dfab3..8d190e2329 100644
--- a/src/gluonts/torch/model/deepar/lightning_module.py
+++ b/src/gluonts/torch/model/deepar/lightning_module.py
@@ -11,7 +11,7 @@
 # express or implied. See the License for the specific language governing
 # permissions and limitations under the License.
 
-import pytorch_lightning as pl
+import lightning.pytorch as pl
 import torch
 from torch.optim.lr_scheduler import ReduceLROnPlateau
 
diff --git a/src/gluonts/torch/model/estimator.py b/src/gluonts/torch/model/estimator.py
index 9311b474d0..9f41282ebb 100644
--- a/src/gluonts/torch/model/estimator.py
+++ b/src/gluonts/torch/model/estimator.py
@@ -15,7 +15,7 @@
 import logging
 
 import numpy as np
-import pytorch_lightning as pl
+import lightning.pytorch as pl
 import torch.nn as nn
 
 from gluonts.core.component import validated
@@ -209,10 +209,15 @@ def train_model(
             ckpt_path=ckpt_path,
         )
 
-        logger.info(f"Loading best model from {checkpoint.best_model_path}")
-        best_model = training_network.load_from_checkpoint(
-            checkpoint.best_model_path
-        )
+        if checkpoint.best_model_path != "":
+            logger.info(
+                f"Loading best model from {checkpoint.best_model_path}"
+            )
+            best_model = training_network.__class__.load_from_checkpoint(
+                checkpoint.best_model_path
+            )
+        else:
+            best_model = training_network
 
         return TrainOutput(
             transformation=transformation,
diff --git a/src/gluonts/torch/model/lag_tst/estimator.py b/src/gluonts/torch/model/lag_tst/estimator.py
index 27bfd253b2..c3ae48237a 100644
--- a/src/gluonts/torch/model/lag_tst/estimator.py
+++ b/src/gluonts/torch/model/lag_tst/estimator.py
@@ -14,7 +14,7 @@
 from typing import Optional, Iterable, Dict, Any, List
 
 import torch
-import pytorch_lightning as pl
+import lightning.pytorch as pl
 
 from gluonts.core.component import validated
 from gluonts.dataset.common import Dataset
diff --git a/src/gluonts/torch/model/lag_tst/lightning_module.py b/src/gluonts/torch/model/lag_tst/lightning_module.py
index 2510944cfa..5c9e70e9e4 100644
--- a/src/gluonts/torch/model/lag_tst/lightning_module.py
+++ b/src/gluonts/torch/model/lag_tst/lightning_module.py
@@ -11,7 +11,7 @@
 # express or implied. See the License for the specific language governing
 # permissions and limitations under the License.
 
-import pytorch_lightning as pl
+import lightning.pytorch as pl
 import torch
 
 from gluonts.core.component import validated
diff --git a/src/gluonts/torch/model/lightning_util.py b/src/gluonts/torch/model/lightning_util.py
index 6742c8c7cf..73e2396140 100644
--- a/src/gluonts/torch/model/lightning_util.py
+++ b/src/gluonts/torch/model/lightning_util.py
@@ -13,7 +13,7 @@
 
 from packaging import version
 
-import pytorch_lightning as pl
+import lightning.pytorch as pl
 
 
 def has_validation_loop(trainer: pl.Trainer):
diff --git a/src/gluonts/torch/model/mqf2/lightning_module.py b/src/gluonts/torch/model/mqf2/lightning_module.py
index 6dc824beb4..16916c3c41 100644
--- a/src/gluonts/torch/model/mqf2/lightning_module.py
+++ b/src/gluonts/torch/model/mqf2/lightning_module.py
@@ -13,7 +13,7 @@
 
 from typing import Dict
 
-import pytorch_lightning as pl
+import lightning.pytorch as pl
 import torch
 from torch.optim.lr_scheduler import ReduceLROnPlateau
 
diff --git a/src/gluonts/torch/model/patch_tst/estimator.py b/src/gluonts/torch/model/patch_tst/estimator.py
index c84576916f..860c18e193 100644
--- a/src/gluonts/torch/model/patch_tst/estimator.py
+++ b/src/gluonts/torch/model/patch_tst/estimator.py
@@ -14,7 +14,7 @@
 from typing import Optional, Iterable, Dict, Any
 
 import torch
-import pytorch_lightning as pl
+import lightning.pytorch as pl
 
 from gluonts.core.component import validated
 from gluonts.dataset.common import Dataset
diff --git a/src/gluonts/torch/model/patch_tst/lightning_module.py b/src/gluonts/torch/model/patch_tst/lightning_module.py
index f5e95158b2..d80137ae05 100644
--- a/src/gluonts/torch/model/patch_tst/lightning_module.py
+++ b/src/gluonts/torch/model/patch_tst/lightning_module.py
@@ -11,7 +11,7 @@
 # express or implied. See the License for the specific language governing
 # permissions and limitations under the License.
 
-import pytorch_lightning as pl
+import lightning.pytorch as pl
 import torch
 
 from gluonts.core.component import validated
diff --git a/src/gluonts/torch/model/simple_feedforward/estimator.py b/src/gluonts/torch/model/simple_feedforward/estimator.py
index 5f82640e8b..05f34a9fa2 100644
--- a/src/gluonts/torch/model/simple_feedforward/estimator.py
+++ b/src/gluonts/torch/model/simple_feedforward/estimator.py
@@ -14,7 +14,7 @@
 from typing import List, Optional, Iterable, Dict, Any
 
 import torch
-import pytorch_lightning as pl
+import lightning.pytorch as pl
 
 from gluonts.core.component import validated
 from gluonts.dataset.common import Dataset
diff --git a/src/gluonts/torch/model/simple_feedforward/lightning_module.py b/src/gluonts/torch/model/simple_feedforward/lightning_module.py
index b7cf9a529a..f03473e78d 100644
--- a/src/gluonts/torch/model/simple_feedforward/lightning_module.py
+++ b/src/gluonts/torch/model/simple_feedforward/lightning_module.py
@@ -11,7 +11,7 @@
 # express or implied. See the License for the specific language governing
 # permissions and limitations under the License.
 
-import pytorch_lightning as pl
+import lightning.pytorch as pl
 import torch
 
 from gluonts.core.component import validated
diff --git a/src/gluonts/torch/model/tft/lightning_module.py b/src/gluonts/torch/model/tft/lightning_module.py
index f6f7daa335..4647d740fd 100644
--- a/src/gluonts/torch/model/tft/lightning_module.py
+++ b/src/gluonts/torch/model/tft/lightning_module.py
@@ -11,7 +11,7 @@
 # express or implied. See the License for the specific language governing
 # permissions and limitations under the License.
 
-import pytorch_lightning as pl
+import lightning.pytorch as pl
 import torch
 from gluonts.core.component import validated
 from gluonts.itertools import select