diff --git a/setup.py b/setup.py
index 84cd3fd0403f986..770a1bba4b7fa51 100644
--- a/setup.py
+++ b/setup.py
@@ -1095,9 +1095,8 @@ def main():
         "networkx",
         "jinja2",
         "fsspec",
+        'mkl>=2021.1.1,<=2021.4.0; platform_system == "Windows"',
     ]
-    if IS_WINDOWS:
-        install_requires.append("mkl>=2021.1.1,<=2021.4.0")
 
     # Parse the command line and check the arguments before we proceed with
     # building deps and setup. We need to set values so `--help` works.