The Rokhlin property was introduced and studied by Izumi in the context of finite group actions. It has proven to be a useful tool which has been generalized in several directions. In this talk we introduce a version of the Rokhlin property for actions of compact quantum groups. We explain how some properties known from the group case carry over to this more general setting. In particular we show that any coamenable compact quantum group admits an essentially unique action with the spatial Rokhlin property on the Cuntz algebra $ \mathcal{O}_2 $. (Joint with S. Barlak and G. Szabo)