diff --git a/cmake/external/mklml.cmake b/cmake/external/mklml.cmake
index 142fce816de4f06aa0a36b91e3e4ecb962a8dc2a..f312f2ce067a2a897ce742fee4f2c84a92fd7a8a 100644
--- a/cmake/external/mklml.cmake
+++ b/cmake/external/mklml.cmake
@@ -34,10 +34,11 @@ SET(CMAKE_INSTALL_RPATH "${CMAKE_INSTALL_RPATH}" "${MKLML_ROOT}/lib")
 SET(TIME_VERSION "2019.0.1.20181227")
 IF(WIN32)
     SET(MKLML_VER "mklml_win_${TIME_VERSION}" CACHE STRING "" FORCE)
-    SET(MKLML_URL "https://paddlepaddledeps.bj.bcebos.com/${MKLML_VER}.zip" CACHE STRING "" FORCE)
+    SET(MKLML_URL "https://paddlepaddledeps.cdn.bcebos.com/${MKLML_VER}.zip" CACHE STRING "" FORCE)
     SET(MKLML_LIB                 ${MKLML_LIB_DIR}/mklml.lib)
     SET(MKLML_IOMP_LIB            ${MKLML_LIB_DIR}/libiomp5md.lib)
     SET(MKLML_SHARED_LIB          ${MKLML_LIB_DIR}/mklml.dll)
+    SET(MKLML_SHARED_LIB_DEPS     ${MKLML_LIB_DIR}/msvcr120.dll)
     SET(MKLML_SHARED_IOMP_LIB     ${MKLML_LIB_DIR}/libiomp5md.dll)
 ELSE()
     #TODO(intel-huying):
diff --git a/python/setup.py.in b/python/setup.py.in
index 7d04dadb03727adc488ce553e5b0863cbfb6f3c3..764b3ea6fe73433cff36aaeb0db3c9cef9be1b3f 100644
--- a/python/setup.py.in
+++ b/python/setup.py.in
@@ -165,6 +165,10 @@ if '${WITH_MKL}' == 'ON':
     shutil.copy('${MKLML_SHARED_LIB}', libs_path)
     shutil.copy('${MKLML_SHARED_IOMP_LIB}', libs_path)
     package_data['paddle.libs']+=[('libmklml_intel' if os.name != 'nt' else 'mklml') + ext_name, ('libiomp5' if os.name != 'nt' else 'libiomp5md') + ext_name]
+    # mklml has dependency to vs runtime library
+    if os.name == 'nt':
+        shutil.copy('${MKLML_SHARED_LIB_DEPS}', libs_path)
+        package_data['paddle.libs'] += ['msvcr120.dll']
 else:
     if os.name == 'nt':
         # copy the openblas.dll