diff --git a/python/setup.py.in b/python/setup.py.in
index a7acdc4ba..1ffe978f3 100644
--- a/python/setup.py.in
+++ b/python/setup.py.in
@@ -1,3 +1,4 @@
+import glob
 import os
 import sys
 
@@ -8,6 +9,11 @@ except ImportError:
 
 packages = find_packages(where=".")
 print("PACKAGES: ", packages)
+
+data_path = '${GTSAM_SOURCE_DIR}/examples/Data/'
+data_files_and_directories = glob.glob(data_path + '**', recursive=True)
+data_files = [x for x in data_files_and_directories if not os.path.isdir(x)]
+
 package_data = {
     '': [
         './*.so',
@@ -44,6 +50,7 @@ setup(
     ],
     packages=packages,
     package_data=package_data,
+    data_files=[('${GTSAM_PYTHON_DATASET_DIR}', data_files),],
     test_suite="gtsam.tests",
     install_requires=["numpy"],
     zip_safe=False,