diff --git a/torchvision/datasets/mnist.py b/torchvision/datasets/mnist.py
index 66299cd9418..6ad54f323b0 100644
--- a/torchvision/datasets/mnist.py
+++ b/torchvision/datasets/mnist.py
@@ -132,10 +132,14 @@ def download(self):
         makedir_exist_ok(self.raw_folder)
         makedir_exist_ok(self.processed_folder)
 
+        # create fake header, see: https://github.com/pytorch/vision/issues/1938
+        header = [('User-agent', 'Mozilla/5.0')]
+
         # download files
         for url, md5 in self.resources:
             filename = url.rpartition('/')[2]
-            download_and_extract_archive(url, download_root=self.raw_folder, filename=filename, md5=md5)
+            download_and_extract_archive(
+                url, download_root=self.raw_folder, filename=filename, md5=md5, header=header)
 
         # process and save as torch files
         print('Processing...')
diff --git a/torchvision/datasets/utils.py b/torchvision/datasets/utils.py
index aa61237a6d2..e8bd29109a3 100644
--- a/torchvision/datasets/utils.py
+++ b/torchvision/datasets/utils.py
@@ -56,7 +56,7 @@ def makedir_exist_ok(dirpath):
             raise
 
 
-def download_url(url, root, filename=None, md5=None):
+def download_url(url, root, filename=None, md5=None, header=None):
     """Download a file from a url and place it in root.
 
     Args:
@@ -64,6 +64,7 @@ def download_url(url, root, filename=None, md5=None):
         root (str): Directory to place downloaded file in
         filename (str, optional): Name to save the file under. If None, use the basename of the URL
         md5 (str, optional): MD5 checksum of the download. If None, do not check
+        header (list(tuples), optional): Header to pass to urlretrieve. If None, do not set
     """
     from six.moves import urllib
 
@@ -78,6 +79,11 @@ def download_url(url, root, filename=None, md5=None):
     if check_integrity(fpath, md5):
         print('Using downloaded and verified file: ' + fpath)
     else:   # download the file
+        # set header, see #1938
+        if header is not None:
+            opener = urllib.request.build_opener()
+            opener.addheaders = header
+            urllib.request.install_opener(opener)
         try:
             print('Downloading ' + url + ' to ' + fpath)
             urllib.request.urlretrieve(
@@ -98,6 +104,9 @@ def download_url(url, root, filename=None, md5=None):
         # check integrity of downloaded file
         if not check_integrity(fpath, md5):
             raise RuntimeError("File not found or corrupted.")
+        # reset header, see #1938
+        opener = urllib.request.build_opener()
+        urllib.request.install_opener(opener)
 
 
 def list_dir(root, prefix=False):
@@ -254,14 +263,14 @@ def extract_archive(from_path, to_path=None, remove_finished=False):
 
 
 def download_and_extract_archive(url, download_root, extract_root=None, filename=None,
-                                 md5=None, remove_finished=False):
+                                 md5=None, remove_finished=False, header=None):
     download_root = os.path.expanduser(download_root)
     if extract_root is None:
         extract_root = download_root
     if not filename:
         filename = os.path.basename(url)
 
-    download_url(url, download_root, filename, md5)
+    download_url(url, download_root, filename, md5, header)
 
     archive = os.path.join(download_root, filename)
     print("Extracting {} to {}".format(archive, extract_root))