diff --git a/.github/workflows/tests.yml b/.github/workflows/tests.yml
index 81e53e09909b..d3a451a0db71 100644
--- a/.github/workflows/tests.yml
+++ b/.github/workflows/tests.yml
@@ -261,7 +261,7 @@ jobs:
           github.event_name == 'schedule' &&
           matrix.name-suffix != '(Minimum Versions)'
         run: |
-          python -m pip install pytz  # Must be installed for Pandas.
+          python -m pip install pytz tzdata  # Must be installed for Pandas.
           python -m pip install \
             --index-url https://pypi.anaconda.org/scientific-python-nightly-wheels/simple \
             --upgrade --only-binary=:all: numpy pandas