diff --git a/src/shogun/lib/ShogunException.h b/src/shogun/lib/ShogunException.h
index 0427ab83830..00e98183074 100644
--- a/src/shogun/lib/ShogunException.h
+++ b/src/shogun/lib/ShogunException.h
@@ -9,7 +9,7 @@
 
 #include <shogun/lib/config.h>
 
-#include <stdexcept>
+#include <exception>
 #include <string>
 
 namespace shogun