diff --git a/dask/dataframe/groupby.py b/dask/dataframe/groupby.py
index f2a8ec5da5b..00f2d6f9a32 100644
--- a/dask/dataframe/groupby.py
+++ b/dask/dataframe/groupby.py
@@ -141,7 +141,13 @@ def _groupby_raise_unaligned(df, **kwargs):
 def _groupby_slice_apply(df, grouper, key, func):
     # No need to use raise if unaligned here - this is only called after
     # shuffling, which makes everything aligned already
-    df = df.sort_values(grouper)
+    if isinstance(grouper, (pd.DataFrame, pd.Series, pd.Index)):
+        grouper = grouper.sort_values()
+    else:
+        try:
+            df = df.sort_values(grouper)
+        except KeyError:  # this fails when the grouper includes the index
+            pass
     g = df.groupby(grouper)
     if key:
         g = g[key]
diff --git a/docs/source/changelog.rst b/docs/source/changelog.rst
index 0fbd4945fb3..e108b8a2f4c 100644
--- a/docs/source/changelog.rst
+++ b/docs/source/changelog.rst
@@ -18,6 +18,7 @@ DataFrame
 +++++++++
 
 -  Support month timedeltas in repartition(freq=...) (:pr:`3110`) `Matthew Rocklin`_
+-  Sort grouper values prior to groupby-apply (:pr:`3118`) `Matthew Rocklin`_
 
 Bag
 +++