diff --git a/tools/build-wheels.sh b/tools/build-wheels.sh
index f65f639299a..34461a00078 100755
--- a/tools/build-wheels.sh
+++ b/tools/build-wheels.sh
@@ -24,6 +24,7 @@ echo
 echo
 echo "Compile wheels"
 for PYTHON in ${PYTHON_VERSIONS}; do
+    /opt/python/${PYTHON}/bin/pip install -r /io/requirements/cython.txt
     /opt/python/${PYTHON}/bin/pip install -r /io/requirements/wheel.txt
     /opt/python/${PYTHON}/bin/pip wheel /io/ -w /io/dist/
 done
@@ -59,6 +60,7 @@ for PYTHON in ${PYTHON_VERSIONS}; do
     echo
     echo -n "Test $PYTHON: "
     /opt/python/${PYTHON}/bin/python -c "import platform; print('Building wheel for {platform} platform.'.format(platform=platform.platform()))"
+    /opt/python/${PYTHON}/bin/pip install -r /io/requirements/cython.txt
     /opt/python/${PYTHON}/bin/pip install -r /io/requirements/ci-wheel.txt
     /opt/python/${PYTHON}/bin/pip install "$package_name" --no-index -f file:///io/dist
     /opt/python/${PYTHON}/bin/py.test /io/tests