diff --git a/setup.py b/setup.py
index 2807428bb..d00e9d2bb 100644
--- a/setup.py
+++ b/setup.py
@@ -57,6 +57,7 @@ def get_version_and_cmdclass(package_name):
         "ipyparallel>=6.2.5",  # because of https://github.com/ipython/ipyparallel/issues/404
         "loky",
         "scikit-optimize",
+        "scikit-learn<=0.23.1",  # because of https://github.com/scikit-optimize/scikit-optimize/issues/931, remove dep when fixed
         "wexpect" if os.name == "nt" else "pexpect",
     ],
 }