diff --git a/sklearn/datasets/base.py b/sklearn/datasets/base.py
index b5c7b4cd4fe7e96cc132ef33b36ba5257950b803..924abc961548df944dc7ad5a6e42c0d7c1616d3e 100644
--- a/sklearn/datasets/base.py
+++ b/sklearn/datasets/base.py
@@ -526,7 +526,9 @@ def load_diabetes(return_X_y=False):
     if return_X_y:
         return data, target
 
-    return Bunch(data=data, target=target)
+    return Bunch(data=data, target=target,
+                 feature_names=['age', 'sex', 'bmi', 'bp',
+                                's1', 's2', 's3', 's4', 's5', 's6'])
 
 
 def load_linnerud(return_X_y=False):