diff --git a/python/paddle/v2/framework/tests/CMakeLists.txt b/python/paddle/v2/framework/tests/CMakeLists.txt
index 96fad9b42e04a88fdcbda093683b57451b2a3e41..faeac69513a80b26b0200e1aa516d4cb33459851 100644
--- a/python/paddle/v2/framework/tests/CMakeLists.txt
+++ b/python/paddle/v2/framework/tests/CMakeLists.txt
@@ -25,3 +25,4 @@ py_test(test_operator SRCS test_operator.py)
 # py_test(test_gaussian_random_op SRCS test_gaussian_random_op.py)
 py_test(test_uniform_random_op SRCS test_uniform_random_op.py)
 py_test(test_recurrent_op SRCS test_recurrent_op.py)
+py_test(test_sgd_op SRCS test_sgd_op.py)