diff --git a/python/paddle/fluid/tests/unittests/test_sgd_op.py b/python/paddle/fluid/tests/unittests/test_sgd_op.py
index c498b23db12cd83304f4c3a3d1f15bd68ad4f0b6..b3fd636114be3cb0b0d4db316a5d37e59c849104 100644
--- a/python/paddle/fluid/tests/unittests/test_sgd_op.py
+++ b/python/paddle/fluid/tests/unittests/test_sgd_op.py
@@ -97,5 +97,69 @@ class TestSparseSGDOp(unittest.TestCase):
             self.check_with_place(place)
 
 
+class TestSGDOpOptimizeSelectedRows(unittest.TestCase):
+    def check_with_place(self, place):
+        scope = core.Scope()
+
+        # create and initialize Grad Variable
+        height = 10
+        rows = [0, 4, 7]
+        row_numel = 12
+
+        grad_selected_rows = scope.var('Grad').get_selected_rows()
+        grad_selected_rows.set_height(height)
+        grad_selected_rows.set_rows(rows)
+        np_array = np.ones((len(rows), row_numel)).astype("float32")
+        np_array[0, 0] = 2.0
+        np_array[2, 8] = 4.0
+
+        grad_tensor = grad_selected_rows.get_tensor()
+        grad_tensor.set(np_array, place)
+
+        # create and initialize Param Variable
+        param = scope.var('Param').get_tensor()
+        param_array = np.full((height, row_numel), 5.0).astype("float32")
+        param.set(param_array, place)
+
+        # create and initialize LeraningRate Variable
+        lr = scope.var('LearningRate').get_tensor()
+        lr_array = np.full((1), 2.0).astype("float32")
+        lr.set(lr_array, place)
+
+        # create and run sgd operator
+        sgd_op = Operator(
+            "sgd",
+            Param='Param',
+            Grad='Grad',
+            ParamOut='Param',
+            LearningRate='LearningRate')
+        sgd_op.run(scope, place)
+
+        # get and compare result
+        result_array = np.array(param)
+
+        # rows[0] = 0, 5.0 - 2.0 * 2.0
+        self.assertAlmostEqual(1.0, result_array[rows[0], 0])
+        # rows[0] = 0, 5.0 - 2.0 * 1.0
+        self.assertAlmostEqual(3.0, result_array[rows[0], 2])
+        # 5.0 - 2.0 * 0.0
+        self.assertAlmostEqual(5.0, result_array[1, 0])
+        # rows[1] = 4, 5.0 - 2.0 * 1.0
+        self.assertAlmostEqual(3.0, result_array[rows[1], 10])
+        # 5.0 - 2.0 * 0.0
+        self.assertAlmostEqual(5.0, result_array[5, 8])
+        # rows[2] = 7, 5.0 - 2.0 * 1.0
+        self.assertAlmostEqual(3.0, result_array[rows[2], 1])
+        # rows[2] = 7, 5.0 - 2.0 * 4.0
+        self.assertAlmostEqual(-3.0, result_array[rows[2], 8])
+
+    def test_sparse_sgd(self):
+        places = [core.CPUPlace()]
+        if core.is_compiled_with_cuda():
+            places.append(core.CUDAPlace(0))
+        for place in places:
+            self.check_with_place(place)
+
+
 if __name__ == "__main__":
     unittest.main()