diff --git a/.circleci/docker/Dockerfile b/.circleci/docker/Dockerfile
index d9cf8cc7712d5241975c3b748fb0d01a5545b4fd..7212c32e9cf919479030561a255c4ca0e63e38a6 100644
--- a/.circleci/docker/Dockerfile
+++ b/.circleci/docker/Dockerfile
@@ -4,6 +4,10 @@ ARG CUDNN="7"
 
 FROM pytorch/pytorch:${PYTORCH}-cuda${CUDA}-cudnn${CUDNN}-devel
 
+# Set MKL_THREADING_LAYER=GNU to fix issue:
+# https://github.com/pytorch/pytorch/issues/37377
+ENV MKL_THREADING_LAYER GNU
+
 # To fix GPG key error when running apt-get update
 RUN apt-key adv --fetch-keys https://developer.download.nvidia.com/compute/cuda/repos/ubuntu1804/x86_64/3bf863cc.pub
 RUN apt-key adv --fetch-keys https://developer.download.nvidia.com/compute/machine-learning/repos/ubuntu1804/x86_64/7fa2af80.pub