diff --git a/sklearn/feature_selection/rfe.py b/sklearn/feature_selection/rfe.py
index dc27e0e0adab51b753589fe7b8e22c333ae1fe35..2cdf919d9b6e90d7c4e498d69d18d98c79752674 100644
--- a/sklearn/feature_selection/rfe.py
+++ b/sklearn/feature_selection/rfe.py
@@ -6,6 +6,7 @@
 
 """Recursive feature elimination for feature ranking"""
 
+import warnings
 import numpy as np
 from ..utils import check_X_y, safe_sqr
 from ..utils.metaestimators import if_delegate_has_method