diff --git a/setup.py b/setup.py
index a2dd2be..c52b5de 100644
--- a/setup.py
+++ b/setup.py
@@ -26,4 +26,9 @@
           'pandas',
           'numpy',
           'scipy',
+      ],
+      dependency_links=[
+          # The version of autograd on PyPI is very old and breaks with the
+          # newest version of scipy. Pull from GitHub instead.
+          'git+https://github.com/HIPS/autograd#egg=autograd',
       ])