The program - called Amazon Prime Now - will let the company better compete with brick-and-mortar stores, as well other instant-delivery services like WunWun, Postmates, and Instacart.
Amazon has reportedly been testing the service in Manhattan and is experimenting with different courier services by holding time trials between their messengers.
During the trials, messengers are reportedly given an address. They have to bike to it, take a photo of the building, and make it back to Amazon's newly-leased building near the Empire State Building in the allotted time frame.
Messengers reportedly get paid about $15 an hour for 8 hour shifts.
Business Insider reached out to Amazon for comment.
Disclosure: Jeff Bezos is an investor in Business Insider through his personal investment company Bezos Expeditions.