Environment: Mac OS X 10.11.3, Xcode 7.2, Anaconda Python 2.7.11, CUDA 7.5, cuDNN 4, Intel parallel_studio_xe_2016.1.043 mkl, homebrew boost 1.6.0, homebrew OpenCV 2.4.12, MATLAB R2015b. Note 1 : If your run into this problem afterwards "ld: warning: directory not found for option '-L/opt/intel/mkl/lib/intel64'", you can solve this problem as: cd /opt/intel/mkl/lib/ sudo ln -s . /opt/intel/mkl/lib/intel64 Suppose the environment is setup as above, first follow the official Caffe OS X Installation guide step by step. Then modify your .bash_profile file as: export PATH=/usr/local/bin:/Applications/MATLAB_R2015b.app/bin:/Developer/NVIDIA/CUDA-7.5/bin:$PATH export PATH="/Users/ylzhao/anaconda/bin:$PATH" export DYLD_LIBRARY_PATH=/Developer/NVIDIA/CUDA-7.5/lib:$DYLD_LIBRARY_PATH export DYLD_FALLBACK_LIBRARY_PATH=/usr/local/cuda/lib::$HOME/anaconda/lib:/usr/local/lib:/usr/lib:$DYLD_FALLBACK_LIBRARY_PATH export PYTHONPATH=/usr/local/lib/python...