diff --git a/CHANGELOG.md b/CHANGELOG.md
index 899fe153b..05026b462 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -8,6 +8,7 @@ and the versioning is mostly derived from [Semantic Versioning](https://semver.o
 ### Fixed
 - Fix for duplicated logs.
 - EBM now throws exception for multi-class (not supported yet).
+- Added requests as dependency.
 ### Changed
 - File requirements.txt renamed to dev-requirements.txt
 - Native libraries' names now start with 'lib_' prefix.
diff --git a/src/python/setup.py b/src/python/setup.py
index 393f6cb12..1ac32f4e1 100644
--- a/src/python/setup.py
+++ b/src/python/setup.py
@@ -106,6 +106,7 @@
         "ipython>=7.4.0",
         "numpy>=1.15.1",
         "scipy>=1.2.1",
+        "requests>=2.19.0",
         # Testing
         "pytest>=4.3.0",
         "pytest-runner>=4.4",