diff --git a/cmake/external/mkldnn.cmake b/cmake/external/mkldnn.cmake
index 471de3858a51508ec871436eed3af7941e24dd06..89fc34796a03ff3f3e5b022ae10b2646832b1ac7 100644
--- a/cmake/external/mkldnn.cmake
+++ b/cmake/external/mkldnn.cmake
@@ -78,7 +78,15 @@ ADD_LIBRARY(mkldnn STATIC ${dummyfile})
 TARGET_LINK_LIBRARIES(mkldnn ${MKLDNN_LIB} ${MKLML_LIB} ${MKLML_IOMP_LIB})
 ADD_DEPENDENCIES(mkldnn ${MKLDNN_PROJECT})
 
+# copy the real so.0 lib to install dir
+# it can be directly contained in wheel or capi
+SET(MKLDNN_SHARED_LIB ${MKLDNN_INSTALL_DIR}/libmkldnn.so.0)
+ADD_CUSTOM_COMMAND(OUTPUT ${MKLDNN_SHARED_LIB}
+    COMMAND cp ${MKLDNN_LIB} ${MKLDNN_SHARED_LIB}
+    DEPENDS mkldnn)
+ADD_CUSTOM_TARGET(mkldnn_shared_lib ALL DEPENDS ${MKLDNN_SHARED_LIB})
+
 IF(WITH_C_API)
-  INSTALL(FILES ${MKLDNN_LIB} DESTINATION lib)
+  INSTALL(FILES ${MKLDNN_SHARED_LIB} DESTINATION lib)
 ENDIF()
 
diff --git a/python/CMakeLists.txt b/python/CMakeLists.txt
index 6f589e916979584897863db72924c885c258d4b2..36919ab00bf6fc1f9aee350074e5532bfdc7d45e 100644
--- a/python/CMakeLists.txt
+++ b/python/CMakeLists.txt
@@ -29,8 +29,8 @@ if(WITH_MKLML)
 endif()
 
 if(WITH_MKLDNN)
-  list(APPEND MKL_SHARED_LIBS "${MKLDNN_LIB}" "${MKLDNN_LIB}.0")
-  list(APPEND MKL_DEPENDS mkldnn)
+  list(APPEND MKL_SHARED_LIBS "${MKLDNN_SHARED_LIB}")
+  list(APPEND MKL_DEPENDS mkldnn mkldnn_shared_lib)
 endif()
 
 if(WITH_GPU)