Classical Cepheids in open clusters are key ingredients for stellar population studies and the characterization of variable stars, as they are tracers of young and massive populations and of recent star formation episodes. Cluster Cepheids are of particular importance since they can be age dated by using the clusters stellar population to obtain the Cepheid period-luminosity-age relation. In this contribution, we present the preliminary results of an all-sky search for classical Cepheids in Galactic open clusters by taking advantage of the unprecedented astrometric precision of the second data release of the Gaia satellite. To do this, we determined membership probabilities by performing a Bayesian analysis based on the spatial distribution of Cepheids and clusters, and their kinematics. Here we describe our adopted methodology.
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