diff --git a/ci/docker/Dockerfile.build.ubuntu_cpu b/ci/docker/Dockerfile.build.ubuntu_cpu
index 7c7e2240ee61..2df9f5887f54 100644
--- a/ci/docker/Dockerfile.build.ubuntu_cpu
+++ b/ci/docker/Dockerfile.build.ubuntu_cpu
@@ -54,6 +54,9 @@ RUN /work/ubuntu_clang.sh
 COPY install/ubuntu_gcc8.sh /work/
 RUN /work/ubuntu_gcc8.sh
 
+COPY install/ubuntu_mkl.sh /work/
+RUN /work/ubuntu_mkl.sh
+
 COPY install/ubuntu_mklml.sh /work/
 RUN /work/ubuntu_mklml.sh
 
diff --git a/ci/docker/install/ubuntu_mkl.sh b/ci/docker/install/ubuntu_mkl.sh
new file mode 100755
index 000000000000..36fc7b07ffdc
--- /dev/null
+++ b/ci/docker/install/ubuntu_mkl.sh
@@ -0,0 +1,31 @@
+#!/usr/bin/env bash
+
+# Licensed to the Apache Software Foundation (ASF) under one
+# or more contributor license agreements.  See the NOTICE file
+# distributed with this work for additional information
+# regarding copyright ownership.  The ASF licenses this file
+# to you under the Apache License, Version 2.0 (the
+# "License"); you may not use this file except in compliance
+# with the License.  You may obtain a copy of the License at
+#
+#   http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing,
+# software distributed under the License is distributed on an
+# "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
+# KIND, either express or implied.  See the License for the
+# specific language governing permissions and limitations
+# under the License.
+
+# build and install are separated so changes to build don't invalidate
+# the whole docker cache for the image
+
+set -ex
+
+apt-get update || true
+# Install Intel Math Kernel Library (latest major release)
+# https://software.intel.com/en-us/articles/installing-intel-free-libs-and-python-apt-repo
+wget -O - wget https://apt.repos.intel.com/intel-gpg-keys/GPG-PUB-KEY-INTEL-SW-PRODUCTS-2019.PUB | apt-key add - && \
+    sh -c 'echo deb https://apt.repos.intel.com/mkl all main > /etc/apt/sources.list.d/intel-mkl.list' && \
+    apt-get update && \
+    apt-get install -y intel-mkl-2019.1-053
diff --git a/ci/docker/runtime_functions.sh b/ci/docker/runtime_functions.sh
index 1fc10bf0e085..6dd5bb6f239d 100755
--- a/ci/docker/runtime_functions.sh
+++ b/ci/docker/runtime_functions.sh
@@ -326,6 +326,20 @@ build_ubuntu_cpu_openblas() {
         -j$(nproc)
 }
 
+build_ubuntu_cpu_mkl() {
+    set -ex
+    export CC="ccache gcc"
+    export CXX="ccache g++"
+    make \
+        DEV=1                         \
+        ENABLE_TESTCOVERAGE=1         \
+        USE_CPP_PACKAGE=1             \
+        USE_BLAS=mkl                  \
+        USE_INTEL_PATH=/opt/intel     \
+        USE_DIST_KVSTORE=1            \
+        -j$(nproc)
+}
+
 build_ubuntu_cpu_cmake_debug() {
     set -ex
     pushd .
@@ -480,6 +494,20 @@ build_ubuntu_cpu_mkldnn() {
         -j$(nproc)
 }
 
+build_ubuntu_cpu_mkldnn_mkl() {
+    set -ex
+
+    build_ccache_wrappers
+
+    make  \
+        DEV=1                         \
+        ENABLE_TESTCOVERAGE=1         \
+        USE_CPP_PACKAGE=1             \
+        USE_BLAS=mkl                  \
+        USE_MKLDNN=1                  \
+        -j$(nproc)
+}
+
 build_ubuntu_gpu() {
     build_ubuntu_gpu_cuda91_cudnn7
 }
diff --git a/ci/jenkins/Jenkins_steps.groovy b/ci/jenkins/Jenkins_steps.groovy
index f48a26737308..74bde1eee211 100644
--- a/ci/jenkins/Jenkins_steps.groovy
+++ b/ci/jenkins/Jenkins_steps.groovy
@@ -121,6 +121,20 @@ def compile_unix_openblas_debug_cpu() {
     }]
 }
 
+def compile_unix_mkl_cpu() {
+    return ['CPU: MKL': {
+      node(NODE_LINUX_CPU) {
+        ws('workspace/build-cpu-mkl') {
+          timeout(time: max_time, unit: 'MINUTES') {
+            utils.init_git()
+            utils.docker_run('ubuntu_cpu', 'build_ubuntu_cpu_mkl', false)
+            utils.pack_lib('cpu_mkl', mx_dist_lib, true)
+          }
+        }
+      }
+    }]
+}
+
 def compile_unix_mkldnn_cpu() {
     return ['CPU: MKLDNN': {
       node(NODE_LINUX_CPU) {
@@ -135,6 +149,20 @@ def compile_unix_mkldnn_cpu() {
     }]
 }
 
+def compile_unix_mkldnn_mkl_cpu() {
+    return ['CPU: MKLDNN_MKL': {
+      node(NODE_LINUX_CPU) {
+        ws('workspace/build-mkldnn-cpu') {
+          timeout(time: max_time, unit: 'MINUTES') {
+            utils.init_git()
+            utils.docker_run('ubuntu_cpu', 'build_ubuntu_cpu_mkldnn_mkl', false)
+            utils.pack_lib('mkldnn_mkl_cpu', mx_mkldnn_lib, true)
+          }
+        }
+      }
+    }]
+}
+
 def compile_unix_mkldnn_gpu() {
     return ['GPU: MKLDNN': {
       node(NODE_LINUX_CPU) {
@@ -580,6 +608,23 @@ def test_unix_python3_cpu() {
     }]
 }
 
+def test_unix_python3_mkl_cpu() {
+    return ['Python3: MKL-CPU': {
+      node(NODE_LINUX_CPU) {
+        ws('workspace/ut-python3-cpu') {
+          try {
+            utils.unpack_and_init('cpu_mkl', mx_lib, true)
+            python3_ut('ubuntu_cpu')
+            utils.publish_test_coverage()
+          } finally {
+            utils.collect_test_results_unix('nosetests_unittest.xml', 'nosetests_python3_cpu_unittest.xml')
+            utils.collect_test_results_unix('nosetests_quantization.xml', 'nosetests_python3_cpu_quantization.xml')
+          }
+        }
+      }
+    }]
+}
+
 def test_unix_python3_gpu() {
     return ['Python3: GPU': {
       node(NODE_LINUX_GPU) {
@@ -665,6 +710,23 @@ def test_unix_python3_mkldnn_cpu() {
     }]
 }
 
+def test_unix_python3_mkldnn_mkl_cpu() {
+    return ['Python3: MKLDNN-MKL-CPU': {
+      node(NODE_LINUX_CPU) {
+        ws('workspace/ut-python3-mkldnn-mkl-cpu') {
+          try {
+            utils.unpack_and_init('mkldnn_mkl_cpu', mx_mkldnn_lib, true)
+            python3_ut_mkldnn('ubuntu_cpu')
+            utils.publish_test_coverage()
+          } finally {
+            utils.collect_test_results_unix('nosetests_unittest.xml', 'nosetests_python3_mkldnn_cpu_unittest.xml')
+            utils.collect_test_results_unix('nosetests_mkl.xml', 'nosetests_python3_mkldnn_cpu_mkl.xml')
+          }
+        }
+      }
+    }]
+}
+
 def test_unix_python3_mkldnn_gpu() {
     return ['Python3: MKLDNN-GPU': {
       node(NODE_LINUX_GPU) {
diff --git a/ci/jenkins/Jenkinsfile_unix_cpu b/ci/jenkins/Jenkinsfile_unix_cpu
index 9c9a41503772..e581bcf65dc5 100644
--- a/ci/jenkins/Jenkinsfile_unix_cpu
+++ b/ci/jenkins/Jenkinsfile_unix_cpu
@@ -36,15 +36,19 @@ core_logic: {
   utils.parallel_stage('Build', [
     custom_steps.compile_unix_cpu_openblas(),
     custom_steps.compile_unix_openblas_debug_cpu(),
-    custom_steps.compile_unix_mkldnn_cpu()
+    custom_steps.compile_unix_mkl_cpu(),
+    custom_steps.compile_unix_mkldnn_cpu(),
+    custom_steps.compile_unix_mkldnn_mkl_cpu()
   ]) 
 
   utils.parallel_stage('Tests', [
     custom_steps.test_unix_python2_cpu(),
     custom_steps.test_unix_python3_cpu(),
     custom_steps.test_unix_python3_debug_cpu(),
+    custom_steps.test_unix_python3_mkl_cpu(),
     custom_steps.test_unix_python2_mkldnn_cpu(),
     custom_steps.test_unix_python3_mkldnn_cpu(),
+    custom_steps.test_unix_python3_mkldnn_mkl_cpu(),
     custom_steps.test_unix_scala_cpu(),
     custom_steps.test_unix_clojure_cpu(),
     custom_steps.test_unix_r_cpu(),