diff --git a/setup.py b/setup.py
index 19d572df..bee77508 100644
--- a/setup.py
+++ b/setup.py
@@ -45,6 +45,8 @@
     scripts=['bin/yamllint'],
     package_data={'yamllint': ['conf/*.yml']},
     install_requires=['pyyaml'],
+    setup_requires=['pyyaml'],  # importing `yamllint` (for APP_NAME etc.)
+                                # requires importing `yaml`
     tests_require=['nose'],
     test_suite='nose.collector',
 )