Is there a way to create a private lobby?

I'd like to host a private lobby so a few friends and I can chop each other's heads off. Is there a way to do so in Mordhau?

I may be blind, but I didn't see anything in the main menus.

There are two ways.

The easier option is to rent a server. Go to the server browser and select rent server. This will cost a bit, but it's easy to setup and reliable.

The other option is to host your own dedicated server. This will require quite a bit of setup work, but if you did something like this before, like in the good old Quake 3 engine games time, you shouldn't have any trouble.

Here is a guide for Windows and here is one for Linux

The support tools for your own dedicated server aren't really there yet, so it'S possible, it'll get easier over the next months.