diff --git a/paddle/operators/math/CMakeLists.txt b/paddle/operators/math/CMakeLists.txt
index 586347668efeea24526e3d8cd7b83cf3c8855e0d..d34bc92594dca06440d3ae9dc1ab351914e210d0 100644
--- a/paddle/operators/math/CMakeLists.txt
+++ b/paddle/operators/math/CMakeLists.txt
@@ -1,5 +1,13 @@
 if (WITH_GPU)
-    nv_library(math_function SRCS math_function.cc math_function.cu DEPS cblas device_context)
+    if (WITH_MKLML)
+        nv_library(math_function SRCS math_function.cc math_function.cu DEPS mklml device_context)
+    else()
+        nv_library(math_function SRCS math_function.cc math_function.cu DEPS cblas device_context)
+    endif()
 else()
-    cc_library(math_function SRCS math_function.cc DEPS cblas device_context)
+    if (WITH_MKLML)
+        cc_library(math_function SRCS math_function.cc DEPS mklml device_context)
+    else()
+        cc_library(math_function SRCS math_function.cc DEPS cblas device_context)
+    endif()
 endif()