diff --git a/setup.py b/setup.py
index 1792af8..782ff46 100644
--- a/setup.py
+++ b/setup.py
@@ -4,6 +4,7 @@
 import sys
 import setuptools
 from glob import glob
+import subprocess
 
 
 with open("README.md", "r") as fh:
@@ -18,6 +19,11 @@ class get_pybind_include(object):
     method can be invoked. """
 
     def __init__(self, user=False):
+        try:
+            import pybind11
+        except ImportError:
+            if subprocess.call([sys.executable, '-m', 'pip', 'install', 'pybind11']):
+                raise RuntimeError('pybind11 install failed.')
         self.user = user
 
     def __str__(self):