diff --git a/docker/install/ubuntu_install_mxnet.sh b/docker/install/ubuntu_install_mxnet.sh
index 0ce2e8d9361f..4c5ba1b8006d 100755
--- a/docker/install/ubuntu_install_mxnet.sh
+++ b/docker/install/ubuntu_install_mxnet.sh
@@ -19,5 +19,6 @@
 set -e
 set -u
 set -o pipefail
-
-pip3 install mxnet==1.5.0
+# We need  dependency on mkl version to be able to
+# test quantized models end-to-end.
+pip3 install mxnet-mkl==1.5.1