diff --git a/skflow/io/dask_io.py b/skflow/io/dask_io.py
index <HASH>..<HASH> 100644
--- a/skflow/io/dask_io.py
+++ b/skflow/io/dask_io.py
@@ -38,6 +38,14 @@ def _get_divisions(df):
     divisions.insert(0, 0)
     return divisions
 
+def _construct_dask_df_with_divisions(df):
+    divisions = _get_divisions(df)
+    name =  'csv-index' + df._name
+    dsk = {(name, i): (_add_to_index, (df._name, i), divisions[i]) for i in range(df.npartitions)}
+    columns = df.columns
+    from toolz import merge
+    return dd.DataFrame(merge(dsk, df.dask), name, columns, divisions)
+
 def extract_dask_data(data):
     """Extract data from dask.Series for predictors"""
     if isinstance(data, dd.Series):
+ _construct_dask_df_with_divisions for dask_io