diff --git a/ci/docker/install/ubuntu_mkl.sh b/ci/docker/install/ubuntu_mkl.sh
index 97ef158096bc..b33a001b5f3d 100755
--- a/ci/docker/install/ubuntu_mkl.sh
+++ b/ci/docker/install/ubuntu_mkl.sh
@@ -28,4 +28,4 @@ apt-get update || true
 wget -qO - wget https://apt.repos.intel.com/intel-gpg-keys/GPG-PUB-KEY-INTEL-SW-PRODUCTS-2019.PUB | apt-key add - && \
     sh -c 'echo deb https://apt.repos.intel.com/mkl all main > /etc/apt/sources.list.d/intel-mkl.list' && \
     apt-get update && \
-    apt-get install -y intel-mkl-2019.1-053
+    apt-get install -y --allow-unauthenticated intel-mkl-2019.1-053