diff --git a/doc/datasets/index.rst b/doc/datasets/index.rst
index f91163fc235c5fae709b7d9786f15343d52d6353..f9b400ba83e406dff030ac5e0fcef46d060fbcf3 100644
--- a/doc/datasets/index.rst
+++ b/doc/datasets/index.rst
@@ -321,6 +321,7 @@ writing data in that format.
     labeled_faces
     covtype
     rcv1
+    kddcup99
 
 
 .. include:: olivetti_faces.rst
@@ -335,6 +336,8 @@ writing data in that format.
 
 .. include:: rcv1.rst
 
+.. include:: kddcup99.rst
+
 .. _boston_house_prices:
 
 .. include:: ../../sklearn/datasets/descr/boston_house_prices.rst