diff --git a/doc/requirements.txt b/doc/requirements.txt
index 597ca7dcf1ff..0330814ab520 100644
--- a/doc/requirements.txt
+++ b/doc/requirements.txt
@@ -10,4 +10,5 @@ numpy
 recommonmark
 xgboost_ray
 sphinx-gallery
-pyspark
\ No newline at end of file
+pyspark
+cloudpickle
\ No newline at end of file