diff --git a/palladium/dataset.py b/palladium/dataset.py
index 0723a26..cd6f462 100644
--- a/palladium/dataset.py
+++ b/palladium/dataset.py
@@ -108,7 +108,7 @@ def __call__(self):
             return data, target
 
 
-class OpenML(DatasetLoader):
+class OpenML(DatasetLoader):  # pragma: no cover
     """A :class:`~palladium.interfaces.DatasetLoader` that uses
     scikit-learn's :func:`sklearn.datasets.fetch_openml` to load data
     from OpenML.
diff --git a/palladium/tests/test_dataset.py b/palladium/tests/test_dataset.py
index 6ce1dde..37649a4 100644
--- a/palladium/tests/test_dataset.py
+++ b/palladium/tests/test_dataset.py
@@ -6,6 +6,7 @@
 import numpy as np
 from pandas import DataFrame
 import pytest
+import sklearn
 
 dummy_dataframe = DataFrame({
     'datacol1': [10, 11, 12, 13, 14],
@@ -135,6 +136,8 @@ def test_concurrency(self, sql):
         [th.join() for th in threads]
 
 
+@pytest.mark.skipif(sklearn.__version__ < "0.20.1",
+                    reason="scikit-learn version too old")
 class TestOpenML:
     @pytest.fixture
     def OpenML(self):