diff --git a/.ci/test_r_package.sh b/.ci/test_r_package.sh
index 85c277e42a57..0e660ba8581b 100755
--- a/.ci/test_r_package.sh
+++ b/.ci/test_r_package.sh
@@ -69,10 +69,10 @@ packages="c('data.table', 'jsonlite', 'Matrix', 'R6', 'testthat')"
 if [[ $OS_NAME == "macos" ]]; then
     packages+=", type = 'binary'"
 fi
-Rscript --vanilla -e "install.packages(${packages}, repos = '${CRAN_MIRROR}', lib = '${R_LIB_PATH}')" || exit -1
+Rscript --vanilla -e "install.packages(${packages}, repos = '${CRAN_MIRROR}', lib = '${R_LIB_PATH}', dependencies = c('Depends', 'Imports', 'LinkingTo'))" || exit -1
 
 cd ${BUILD_DIRECTORY}
-Rscript build_r.R || exit -1
+Rscript build_r.R --skip-install || exit -1
 
 PKG_TARBALL="lightgbm_${LGB_VER}.tar.gz"
 LOG_FILE_NAME="lightgbm.Rcheck/00check.log"
diff --git a/build_r.R b/build_r.R
index 88133c248071..29a4d3cc382d 100644
--- a/build_r.R
+++ b/build_r.R
@@ -5,6 +5,9 @@
 # Sys.setenv("CXX" = "/usr/local/bin/g++-8")
 # Sys.setenv("CC" = "/usr/local/bin/gcc-8")
 
+args <- commandArgs(trailingOnly = TRUE)
+INSTALL_AFTER_BUILD <- !("--skip-install" %in% args)
+
 # R returns FALSE (not a non-zero exit code) if a file copy operation
 # breaks. Let's fix that
 .handle_result <- function(res) {
@@ -86,4 +89,8 @@ version <- gsub(
 tarball <- file.path(getwd(), sprintf("lightgbm_%s.tar.gz", version))
 
 cmd <- sprintf("R CMD INSTALL %s --no-multiarch --with-keep.source", tarball)
-.run_shell_command(cmd)
+if (INSTALL_AFTER_BUILD) {
+  .run_shell_command(cmd)
+} else {
+  print(sprintf("Skipping installation. Install the package with command '%s'", cmd))
+}