diff --git a/azure-pipelines.yml b/azure-pipelines.yml
index 1c9339308a45a..23821a93c310c 100644
--- a/azure-pipelines.yml
+++ b/azure-pipelines.yml
@@ -166,11 +166,11 @@ jobs:
         SHOW_SHORT_SUMMARY: 'true'
         SKLEARN_TESTS_GLOBAL_RANDOM_SEED: '42'  # default global random seed
 
-# Check compilation with Ubuntu bionic 18.04 LTS and scipy from conda-forge
+# Check compilation with Ubuntu 22.04 LTS (Jammy Jellyfish) and scipy from conda-forge
 - template: build_tools/azure/posix.yml
   parameters:
-    name: Ubuntu_Bionic
-    vmImage: ubuntu-18.04
+    name: Ubuntu_Jammy_Jellyfish
+    vmImage: ubuntu-22.04
     dependsOn: [git_commit, linting]
     condition: |
       and(
@@ -178,9 +178,9 @@ jobs:
         not(contains(dependencies['git_commit']['outputs']['commit.message'], '[ci skip]'))
       )
     matrix:
-      py38_conda_forge_openblas_ubuntu_1804:
+      py38_conda_forge_openblas_ubuntu_2204:
         DISTRIB: 'conda'
-        LOCK_FILE: './build_tools/azure/py38_conda_forge_openblas_ubuntu_1804_linux-64_conda.lock'
+        LOCK_FILE: './build_tools/azure/py38_conda_forge_openblas_ubuntu_2204_linux-64_conda.lock'
         COVERAGE: 'false'
         BUILD_WITH_ICC: 'false'
         SKLEARN_TESTS_GLOBAL_RANDOM_SEED: '0'  # non-default seed
diff --git a/build_tools/azure/py38_conda_forge_openblas_ubuntu_1804_environment.yml b/build_tools/azure/py38_conda_forge_openblas_ubuntu_2204_environment.yml
similarity index 100%
rename from build_tools/azure/py38_conda_forge_openblas_ubuntu_1804_environment.yml
rename to build_tools/azure/py38_conda_forge_openblas_ubuntu_2204_environment.yml
diff --git a/build_tools/azure/py38_conda_forge_openblas_ubuntu_1804_linux-64_conda.lock b/build_tools/azure/py38_conda_forge_openblas_ubuntu_2204_linux-64_conda.lock
similarity index 76%
rename from build_tools/azure/py38_conda_forge_openblas_ubuntu_1804_linux-64_conda.lock
rename to build_tools/azure/py38_conda_forge_openblas_ubuntu_2204_linux-64_conda.lock
index bfb506b345f64..b6f9d3fd3f750 100644
--- a/build_tools/azure/py38_conda_forge_openblas_ubuntu_1804_linux-64_conda.lock
+++ b/build_tools/azure/py38_conda_forge_openblas_ubuntu_2204_linux-64_conda.lock
@@ -1,6 +1,6 @@
 # Generated by conda-lock.
 # platform: linux-64
-# input_hash: 4a8f7bb9d2356ef6924ecbaa2de77c00a72130606a77d03cba997fdc114cbcb7
+# input_hash: 9f1b600da520336574dea033e50650c443a2e167127c094330d058c219d4cb7b
 @EXPLICIT
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 https://conda.anaconda.org/conda-forge/linux-64/ca-certificates-2022.6.15-ha878542_0.tar.bz2#c320890f77fd1d617fa876e0982002c2
@@ -19,109 +19,107 @@ https://conda.anaconda.org/conda-forge/linux-64/libgcc-ng-12.1.0-h8d9b700_16.tar
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 https://conda.anaconda.org/conda-forge/linux-64/jpeg-9e-h166bdaf_2.tar.bz2#ee8b844357a0946870901c7c6f418268
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-https://conda.anaconda.org/conda-forge/linux-64/lerc-3.0-h9c3ff4c_0.tar.bz2#7fcefde484980d23f0ec24c11e314d2e
+https://conda.anaconda.org/conda-forge/linux-64/lerc-4.0.0-h27087fc_0.tar.bz2#76bbff344f0134279f225174e9064c8f
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+https://conda.anaconda.org/conda-forge/linux-64/scipy-1.9.0-py38hea3f02b_0.tar.bz2#d19e23bb56b31d2504a0ff4d46b7aabc
+https://conda.anaconda.org/conda-forge/linux-64/matplotlib-base-3.5.3-py38h826bfd8_1.tar.bz2#454fd59caae7913651f08e3856c4c2e9
+https://conda.anaconda.org/conda-forge/linux-64/pyamg-4.2.3-py38h514daf8_1.tar.bz2#467a1279aaf475bacad655b585d2ac7b
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@@ -129,4 +127,4 @@ https://conda.anaconda.org/conda-forge/noarch/pytest-xdist-2.5.0-pyhd8ed1ab_0.ta
 https://conda.anaconda.org/conda-forge/linux-64/pyqtchart-5.12-py38h7400c14_8.tar.bz2#78a2a6cb4ef31f997c1bee8223a9e579
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-https://conda.anaconda.org/conda-forge/linux-64/matplotlib-3.5.2-py38h578d9bd_0.tar.bz2#b15039e7f67b5f91c35f9b6d27c2775c
+https://conda.anaconda.org/conda-forge/linux-64/matplotlib-3.5.3-py38h578d9bd_1.tar.bz2#6b6a356f4ff4a8b26b74add4ba8c0c22
diff --git a/build_tools/update_environments_and_lock_files.py b/build_tools/update_environments_and_lock_files.py
index be44ac6983309..4c3237140d219 100644
--- a/build_tools/update_environments_and_lock_files.py
+++ b/build_tools/update_environments_and_lock_files.py
@@ -146,7 +146,7 @@ def remove_from(alist, to_remove):
         },
     },
     {
-        "build_name": "py38_conda_forge_openblas_ubuntu_1804",
+        "build_name": "py38_conda_forge_openblas_ubuntu_2204",
         "folder": "build_tools/azure",
         "platform": "linux-64",
         "channel": "conda-forge",