diff --git a/setup.py b/setup.py
index d95f59a250..3c49400f8e 100644
--- a/setup.py
+++ b/setup.py
@@ -79,6 +79,7 @@ def get_version(rel_path: str) -> str:
     "dataclasses;python_version<'3.7'",
     "filelock",
     "jinja2<3.1.0",  # for passing the readthedocs workflow.
+    "gym",
 ]
 
 # Numpy include