diff --git a/sklearn/datasets/setup.py b/sklearn/datasets/setup.py
index f7db11532911fc46f9d52eff69b02bba19b1ff28..83b2f2935f5a63fe10b50ca9bbbcb7f064e000e4 100644
--- a/sklearn/datasets/setup.py
+++ b/sklearn/datasets/setup.py
@@ -1,6 +1,7 @@
 #!/usr/bin/env python
 
 import numpy
+import os
 
 def configuration(parent_package='', top_path=None):
     from numpy.distutils.misc_util import Configuration
@@ -8,6 +9,7 @@ def configuration(parent_package='', top_path=None):
     config.add_data_dir('data')
     config.add_data_dir('descr')
     config.add_data_dir('images')
+    config.add_data_dir(os.path.join('tests', 'data'))
 
     return config