diff --git a/tools/pip/setup.py b/tools/pip/setup.py
index 71e2549a3f19..fd9ce41c2a80 100644
--- a/tools/pip/setup.py
+++ b/tools/pip/setup.py
@@ -150,7 +150,7 @@ def has_ext_modules(self):
         package_data['mxnet'].append('mxnet/libmklml_intel.so')
         package_data['mxnet'].append('mxnet/libiomp5.so')
         package_data['mxnet'].append('mxnet/libmkldnn.so.0')
-    shutil.copytree(os.path.join(CURRENT_DIR, 'mxnet-build/3rdparty/mkldnn/include'),
+    shutil.copytree(os.path.join(CURRENT_DIR, 'mxnet-build/3rdparty/mkldnn/build/install/include'),
                     os.path.join(CURRENT_DIR, 'mxnet/include/mkldnn'))
 if platform.system() == 'Linux':
     shutil.copy(os.path.join(os.path.dirname(LIB_PATH[0]), 'libgfortran.so.3'), os.path.join(CURRENT_DIR, 'mxnet'))