diff --git a/sknn/mlp.py b/sknn/mlp.py
index c1b2b41..dcf4854 100644
--- a/sknn/mlp.py
+++ b/sknn/mlp.py
@@ -19,7 +19,11 @@
 import sklearn.base
 import sklearn.pipeline
 import sklearn.preprocessing
-import sklearn.cross_validation
+
+try:
+    import sklearn.cross_validation
+except ModuleNotFoundError:
+    import sklearn.model_selection
 
 from .nn import NeuralNetwork, Layer, Convolution, Native, ansi
 from . import backend