diff --git a/3rdparty/mkldnn b/3rdparty/mkldnn
index d89bf4babd7c..9008d8ab096a 160000
--- a/3rdparty/mkldnn
+++ b/3rdparty/mkldnn
@@ -1 +1 @@
-Subproject commit d89bf4babd7cce7efa6613387dca79c123164084
+Subproject commit 9008d8ab096ae29f158840231ff431aea8bf3467
diff --git a/ci/docker/install/ubuntu_mklml.sh b/ci/docker/install/ubuntu_mklml.sh
index f97ce10e8e85..99fd0b9e01f2 100755
--- a/ci/docker/install/ubuntu_mklml.sh
+++ b/ci/docker/install/ubuntu_mklml.sh
@@ -21,5 +21,5 @@
 # the whole docker cache for the image
 
 set -ex
-wget -q --no-check-certificate -O /tmp/mklml.tgz https://github.com/intel/mkl-dnn/releases/download/v0.19/mklml_lnx_2019.0.5.20190502.tgz
+wget -q --no-check-certificate -O /tmp/mklml.tgz https://github.com/intel/mkl-dnn/releases/download/v0.21/mklml_lnx_2019.0.5.20190502.tgz
 tar -zxf /tmp/mklml.tgz && cp -rf mklml_*/* /usr/local/ && rm -rf mklml_*
diff --git a/cmake/DownloadMKLML.cmake b/cmake/DownloadMKLML.cmake
index 73a588fa8afe..bcb2fb408fd4 100644
--- a/cmake/DownloadMKLML.cmake
+++ b/cmake/DownloadMKLML.cmake
@@ -19,7 +19,7 @@
 
 message(STATUS "Downloading MKLML...")
 
-set(MKLDNN_RELEASE v0.19)
+set(MKLDNN_RELEASE v0.21)
 set(MKLML_RELEASE_FILE_SUFFIX 2019.0.5.20190502)
 
 set(MKLML_LNX_MD5 dfcea335652dbf3518e1d02cab2cea97)