diff --git a/setup.py b/setup.py
index e16efe4b86e..00d376da0fe 100644
--- a/setup.py
+++ b/setup.py
@@ -8,6 +8,13 @@
 import platform
 import pip
 
+pip_major = int(pip.__version__.split(".")[0])
+if pip_major < 10:
+    # https://github.com/pypa/pip/issues/5240
+    from pip import main
+else:
+    from pip._internal import main
+
 python_version = platform.python_version()[:3]
 
 ray_whl = "ray"  # Fall back on pip install if no relevant wheel exists
@@ -37,7 +44,7 @@
 
 class build_ext(_build_ext.build_ext):
     def run(self):
-        pip.main(['install', ray_whl])
+        main(['install', ray_whl])
 
 
 setup(