diff --git a/ci/deps/azure-windows-36.yaml b/ci/deps/azure-windows-36.yaml
index 903a4b4a222f1..2bd11c9030325 100644
--- a/ci/deps/azure-windows-36.yaml
+++ b/ci/deps/azure-windows-36.yaml
@@ -20,6 +20,7 @@ dependencies:
   - numexpr
   - numpy=1.15.*
   - openpyxl
+  - jinja2
   - pyarrow>=0.12.0
   - pytables
   - python-dateutil