diff --git a/paddle/operators/sgd_op.cc b/paddle/operators/sgd_op.cc
index fb4b43e472f86f2fa30a7013731c4621cb2b3e0e..a11c9624ce5e8485449dd6b420ad1f23ff3550c7 100644
--- a/paddle/operators/sgd_op.cc
+++ b/paddle/operators/sgd_op.cc
@@ -61,43 +61,9 @@ $$param\_out = param - learning\_rate * grad$$
   }
 };
 
-template <typename T>
-struct SparseSGDFunctor<platform::CPUDeviceContext, T> {
-  void operator()(const platform::CPUDeviceContext& context,
-                  const framework::SelectedRows& input,
-                  const framework::Tensor& learning_rate,
-                  framework::Tensor* output) {
-    auto in_height = input.height();
-    auto out_dims = output->dims();
-    PADDLE_ENFORCE_EQ(in_height, out_dims[0]);
-
-    auto& in_value = input.value();
-    auto& in_rows = input.rows();
-
-    int64_t in_row_numel = in_value.numel() / in_rows.size();
-    PADDLE_ENFORCE_EQ(in_row_numel, output->numel() / in_height);
-
-    auto* in_data = in_value.data<T>();
-    auto* out_data = output->data<T>();
-    auto* lr = learning_rate.data<T>();
-
-    for (size_t i = 0; i < in_rows.size(); i++) {
-      for (int64_t j = 0; j < in_row_numel; j++) {
-        out_data[in_rows[i] * in_row_numel + j] -=
-            lr[0] * in_data[i * in_row_numel + j];
-      }
-    }
-  }
-};
-
-template struct SparseSGDFunctor<platform::CPUDeviceContext, float>;
-template struct SparseSGDFunctor<platform::CPUDeviceContext, double>;
-
 }  // namespace operators
 }  // namespace paddle
 
 namespace ops = paddle::operators;
 REGISTER_OP_WITHOUT_GRADIENT(sgd, ops::SGDOp, ops::SGDOpMaker);
-REGISTER_OP_CPU_KERNEL(
-    sgd, ops::SGDOpKernel<paddle::platform::CPUDeviceContext, float>,
-    ops::SGDOpKernel<paddle::platform::CPUDeviceContext, double>);
+REGISTER_OP_CPU_KERNEL(sgd, ops::SGDOpKernel<float>, ops::SGDOpKernel<double>);
diff --git a/paddle/operators/sgd_op.cu b/paddle/operators/sgd_op.cu
index 0be6c18a9768182f33d38dc753adb2de1e00cd90..42f8f8b2f072f9d204dfadcd732926b5c98dc617 100644
--- a/paddle/operators/sgd_op.cu
+++ b/paddle/operators/sgd_op.cu
@@ -20,6 +20,19 @@ namespace paddle {
 namespace operators {
 
 namespace {
+
+template <typename T>
+__global__ void SGDKernel(const T* g, const T* p, const T* learning_rate,
+                          const int num, T* p_out) {
+  T lr = learning_rate[0];
+  int grid_size = blockDim.x * gridDim.x;
+  for (int i = blockIdx.x * blockDim.x + threadIdx.x; i < num; i += grid_size) {
+    T g_data = g[i];
+    T p_data = p[i];
+    p_out[i] = p_data - lr * g_data;
+  }
+}
+
 template <typename T, int block_size>
 __global__ void SparseSGDFunctorKernel(const T* selected_rows,
                                        const int64_t* rows,
@@ -41,40 +54,65 @@ __global__ void SparseSGDFunctorKernel(const T* selected_rows,
 }  // namespace
 
 template <typename T>
-struct SparseSGDFunctor<platform::CUDADeviceContext, T> {
-  void operator()(const platform::CUDADeviceContext& context,
-                  const framework::SelectedRows& input,
-                  const framework::Tensor& learning_rate,
-                  framework::Tensor* output) {
-    auto in_height = input.height();
-    auto out_dims = output->dims();
-    PADDLE_ENFORCE_EQ(in_height, out_dims[0]);
-
-    auto& in_value = input.value();
-    auto& in_rows = input.rows();
-
-    int64_t in_row_numel = in_value.numel() / in_rows.size();
-    PADDLE_ENFORCE_EQ(in_row_numel, output->numel() / in_height);
-
-    auto* in_data = in_value.data<T>();
-    auto* out_data = output->data<T>();
-
-    const int block_size = 256;
-    dim3 threads(block_size, 1);
-    dim3 grid(1, in_rows.size());
-    SparseSGDFunctorKernel<T, 256><<<grid, threads, 0, context.stream()>>>(
-        in_data, in_rows.data(), learning_rate.data<T>(), out_data,
-        in_row_numel);
+class SGDOpCUDAKernel : public framework::OpKernel<T> {
+ public:
+  void Compute(const framework::ExecutionContext& ctx) const override {
+    auto* param = ctx.Input<framework::Tensor>("Param");
+    auto* param_out = ctx.Output<framework::Tensor>("ParamOut");
+    auto* learning_rate = ctx.Input<framework::Tensor>("LearningRate");
+
+    auto* grad_var = ctx.InputVar("Grad");
+    // Actually, all tensors are LoDTensor except SelectedRows.
+    if (grad_var->IsType<framework::LoDTensor>()) {
+      param_out->mutable_data<T>(ctx.GetPlace());
+      auto* grad = ctx.Input<framework::Tensor>("Grad");
+      auto* grad_data = grad->data<T>();
+      auto* param_data = param->data<T>();
+      auto* param_out_data = param_out->data<T>();
+
+      int block = 512;
+      int grid = (param->numel() + block - 1) / block;
+
+      SGDKernel<T><<<grid, block, 0, ctx.cuda_device_context().stream()>>>(
+          grad_data, param_data, learning_rate->data<T>(), param->numel(),
+          param_out_data);
+
+    } else if (grad_var->IsType<framework::SelectedRows>()) {
+      // TODO(qijun): In Sparse SGD operator, in-place update is enforced.
+      // This manual optimization brings difficulty to track data dependency.
+      // It's better to find a more elegant solution.
+      PADDLE_ENFORCE_EQ(param, param_out);
+      auto* grad = ctx.Input<framework::SelectedRows>("Grad");
+
+      auto in_height = grad->height();
+      auto out_dims = param_out->dims();
+      PADDLE_ENFORCE_EQ(in_height, out_dims[0]);
+
+      auto& in_value = grad->value();
+      auto& in_rows = grad->rows();
+
+      int64_t in_row_numel = in_value.numel() / in_rows.size();
+      PADDLE_ENFORCE_EQ(in_row_numel, param_out->numel() / in_height);
+
+      auto* in_data = in_value.data<T>();
+      auto* out_data = param_out->data<T>();
+
+      const int block_size = 256;
+      dim3 threads(block_size, 1);
+      dim3 grid(1, in_rows.size());
+      SparseSGDFunctorKernel<
+          T, 256><<<grid, threads, 0, ctx.cuda_device_context().stream()>>>(
+          in_data, in_rows.data(), learning_rate->data<T>(), out_data,
+          in_row_numel);
+
+    } else {
+      PADDLE_THROW("Unsupported Variable Type of Grad");
+    }
   }
 };
-
-template struct SparseSGDFunctor<platform::CUDADeviceContext, float>;
-template struct SparseSGDFunctor<platform::CUDADeviceContext, double>;
-
 }  // namespace operators
 }  // namespace paddle
 
 namespace ops = paddle::operators;
-REGISTER_OP_CUDA_KERNEL(
-    sgd, ops::SGDOpKernel<paddle::platform::CUDADeviceContext, float>,
-    ops::SGDOpKernel<paddle::platform::CUDADeviceContext, double>);
+REGISTER_OP_CUDA_KERNEL(sgd, ops::SGDOpCUDAKernel<float>,
+                        ops::SGDOpCUDAKernel<double>);
diff --git a/paddle/operators/sgd_op.h b/paddle/operators/sgd_op.h
index c920025a91cd0b68019bcb05558398093f31e206..a6c544591e1172320f6cf7192bf640ff25225b99 100644
--- a/paddle/operators/sgd_op.h
+++ b/paddle/operators/sgd_op.h
@@ -20,15 +20,7 @@ limitations under the License. */
 namespace paddle {
 namespace operators {
 
-template <typename DeviceContext, typename T>
-struct SparseSGDFunctor {
-  void operator()(const DeviceContext& context,
-                  const framework::SelectedRows& input,
-                  const framework::Tensor& learning_rate,
-                  framework::Tensor* output);
-};
-
-template <typename DeviceContext, typename T>
+template <typename T>
 class SGDOpKernel : public framework::OpKernel<T> {
  public:
   void Compute(const framework::ExecutionContext& ctx) const override {
@@ -45,21 +37,36 @@ class SGDOpKernel : public framework::OpKernel<T> {
       auto p = framework::EigenVector<T>::Flatten(*param);
       auto g = framework::EigenVector<T>::Flatten(*grad);
       auto o = framework::EigenVector<T>::Flatten(*param_out);
-      auto lr = framework::EigenVector<T>::Flatten(*learning_rate);
-      auto& place =
-          *ctx.template device_context<DeviceContext>().eigen_device();
+      auto* lr = learning_rate->data<T>();
 
-      Eigen::DSizes<int, 1> grad_dsize(grad->numel());
-      o.device(place) = p - lr.broadcast(grad_dsize) * g;
+      o = p - lr[0] * g;
     } else if (grad_var->IsType<framework::SelectedRows>()) {
       // TODO(qijun): In Sparse SGD operator, in-place update is enforced.
       // This manual optimization brings difficulty to track data dependency.
       // It's better to find a more elegant solution.
       PADDLE_ENFORCE_EQ(param, param_out);
       auto* grad = ctx.Input<framework::SelectedRows>("Grad");
-      SparseSGDFunctor<DeviceContext, T> functor;
-      functor(ctx.template device_context<DeviceContext>(), *grad,
-              *learning_rate, param_out);
+
+      auto in_height = grad->height();
+      auto out_dims = param_out->dims();
+      PADDLE_ENFORCE_EQ(in_height, out_dims[0]);
+
+      auto& in_value = grad->value();
+      auto& in_rows = grad->rows();
+
+      int64_t in_row_numel = in_value.numel() / in_rows.size();
+      PADDLE_ENFORCE_EQ(in_row_numel, param_out->numel() / in_height);
+
+      auto* in_data = in_value.data<T>();
+      auto* out_data = param_out->data<T>();
+      auto* lr = learning_rate->data<T>();
+
+      for (size_t i = 0; i < in_rows.size(); i++) {
+        for (int64_t j = 0; j < in_row_numel; j++) {
+          out_data[in_rows[i] * in_row_numel + j] -=
+              lr[0] * in_data[i * in_row_numel + j];
+        }
+      }
     } else {
       PADDLE_THROW("Unsupported Variable Type of Grad");
     }