diff -up shogun-6.0.0/cmake/FindCBLAS.cmake.includestoo shogun-6.0.0/cmake/FindCBLAS.cmake
--- shogun-6.0.0/cmake/FindCBLAS.cmake.includestoo	2018-01-03 12:04:33.062394069 -0500
+++ shogun-6.0.0/cmake/FindCBLAS.cmake	2018-01-03 12:11:09.311444464 -0500
@@ -1,6 +1,7 @@
 # - Find CBLAS
 # Find the native CBLAS headers and libraries.
 #
+#  CBLAS_INCLUDE_DIRS - List of directories where cblas headers are.
 #  CBLAS_LIBRARIES    - List of libraries when using cblas.
 #  CBLAS_FOUND        - True if cblas found.
 #
@@ -19,10 +20,18 @@
 # limitations under the License.
 #
 
+set(CBLAS_INCLUDE_SEARCH_PATHS
+  /usr/include
+  /usr/include/cblas
+)
+
+find_path(CBLAS_INCLUDE_DIR NAMES cblas.h PATHS ${CBLAS_INCLUDE_SEARCH_PATHS})
+
 find_file(CBLAS_LIBRARY NAMES libcblas.so.3 libcblas.so.3gf
 	PATHS /usr/lib /usr/local/lib /opt/local/lib)
 find_library(CBLAS_LIBRARY NAMES cblas gslcblas HINTS $ENV{CBLASDIR}/lib $ENV{CBLASDIR}/lib64 )
 
+set(CBLAS_INCLUDE_DIRS ${CBLAS_INCLUDE_DIR} )
 set(CBLAS_LIBRARIES ${CBLAS_LIBRARY} )
 
 include(FindPackageHandleStandardArgs)
@@ -39,4 +48,4 @@ if (CBLAS_FOUND)
   endif(NOT FOUND_DSYRK)
 endif (CBLAS_FOUND)
 
-mark_as_advanced( CBLAS_LIBRARY )
+mark_as_advanced( CBLAS_LIBRARY CBLAS_INCLUDE_DIR )
diff -up shogun-6.0.0/src/shogun/CMakeLists.txt.includestoo shogun-6.0.0/src/shogun/CMakeLists.txt
--- shogun-6.0.0/src/shogun/CMakeLists.txt.includestoo	2018-01-03 12:10:21.758482924 -0500
+++ shogun-6.0.0/src/shogun/CMakeLists.txt	2018-01-03 12:11:29.101012300 -0500
@@ -280,6 +280,7 @@ IF (LAPACK_FOUND)
       FIND_PACKAGE(CBLAS)
       if(CBLAS_LIBRARY)
         SET(HAVE_LAPACK 1)
+        SHOGUN_INCLUDE_DIRS(SCOPE PUBLIC ${CBLAS_INCLUDE_DIRS})
         SHOGUN_LINK_LIBS(${LAPACK_LIBRARIES} ${CBLAS_LIBRARY})
       else()
         SET(HAVE_LAPACK 1)