diff --git a/ci/deps/azure-37-locale.yaml b/ci/deps/azure-37-locale.yaml
index 31155ac93931a..25ee821afe7bd 100644
--- a/ci/deps/azure-37-locale.yaml
+++ b/ci/deps/azure-37-locale.yaml
@@ -5,7 +5,8 @@ dependencies:
   - python=3.7.*
 
   # tools
-  - cython>=0.29.16
+  # Cython pin for https://github.com/pandas-dev/pandas/issues/34704
+  - cython==0.29.19
   - pytest>=5.0.1
   - pytest-xdist>=1.21
   - pytest-asyncio
diff --git a/environment.yml b/environment.yml
index b81404094fa4c..bfe0e78c891cf 100644
--- a/environment.yml
+++ b/environment.yml
@@ -12,7 +12,7 @@ dependencies:
   - asv
 
   # building
-  - cython>=0.29.16
+  - cython=0.29.19
 
   # code checks
   - black=19.10b0
diff --git a/requirements-dev.txt b/requirements-dev.txt
index 754ec7ae28748..791dc7cd79128 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -5,7 +5,7 @@ numpy>=1.15
 python-dateutil>=2.7.3
 pytz
 asv
-cython>=0.29.16
+cython==0.29.19
 black==19.10b0
 cpplint
 flake8<3.8.0