diff --git a/setup.py b/setup.py
index e16e1ed253b0f4..b34acd5986298e 100644
--- a/setup.py
+++ b/setup.py
@@ -89,9 +89,12 @@
 ]
 extras["torch"] = ["torch>=1.0"]
 
-extras["flax"] = ["jaxlib==0.1.55", "jax>=0.2.0", "flax==0.2.2"]
 if os.name == "nt":  # windows
+    extras["retrieval"] = ["datasets"] # faiss is not supported on windows
     extras["flax"] = [] # jax is not supported on windows
+else:
+    extras["retrieval"] = ["faiss-cpu", "datasets"]
+    extras["flax"] = ["jaxlib==0.1.55", "jax>=0.2.0", "flax==0.2.2"]
 
 extras["tokenizers"] = ["tokenizers==0.9.2"]
 extras["onnxruntime"] = ["onnxruntime>=1.4.0", "onnxruntime-tools>=1.4.2"]