diff --git a/pandas/io/tests/data/pickle_compression/data.pickle b/pandas/io/tests/data/pickle_compression/data.pickle
deleted file mode 100644
index 4e6eb94212745..0000000000000
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diff --git a/pandas/io/tests/data/pickle_compression/data.pickle.bz2 b/pandas/io/tests/data/pickle_compression/data.pickle.bz2
deleted file mode 100644
index 993027413de7f..0000000000000
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diff --git a/pandas/io/tests/data/pickle_compression/data.pickle.gz b/pandas/io/tests/data/pickle_compression/data.pickle.gz
deleted file mode 100644
index 74bf298087774..0000000000000
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diff --git a/pandas/io/tests/data/pickle_compression/data.pickle.xz b/pandas/io/tests/data/pickle_compression/data.pickle.xz
deleted file mode 100644
index 3e6dacf0f8432..0000000000000
Binary files a/pandas/io/tests/data/pickle_compression/data.pickle.xz and /dev/null differ
diff --git a/pandas/io/tests/data/pickle_compression/data.pickle.zip b/pandas/io/tests/data/pickle_compression/data.pickle.zip
deleted file mode 100644
index 8b1e43cef1cb7..0000000000000
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diff --git a/pandas/io/tests/test_pickle.py b/pandas/io/tests/test_pickle.py
index 0d4f848f0ea77..d667c2e50bd74 100644
--- a/pandas/io/tests/test_pickle.py
+++ b/pandas/io/tests/test_pickle.py
@@ -324,23 +324,6 @@ def test_compression_infer(self):
         for ext in extensions:
             yield self.compression_infer, ext
 
-    def decompression_prepared_data(self, ext):
-        if ext == '.xz':
-            tm._skip_if_no_lzma()
-        pickle_path = os.path.join(tm.get_data_path(),
-                                   'pickle_compression',
-                                   'data.pickle')
-        compressed_path = pickle_path + ext
-        data1 = pd.read_pickle(pickle_path)
-        data2 = pd.read_pickle(compressed_path)
-        tm.assert_frame_equal(data1, data2)
-
-    def test_decompression_prepared_data(self):
-        extensions = ['.gz', '.bz2', '.xz', '.zip']
-        for ext in extensions:
-            yield self.decompression_prepared_data, ext
-
-
 if __name__ == '__main__':
     nose.runmodule(argv=[__file__, '-vvs', '-x', '--pdb', '--pdb-failure'],
                    # '--with-coverage', '--cover-package=pandas.core'],
diff --git a/setup.py b/setup.py
index 09c83e060dc4d..0a84cf527bfb1 100755
--- a/setup.py
+++ b/setup.py
@@ -660,7 +660,6 @@ def pxd(name):
       package_data={'pandas.io': ['tests/data/legacy_hdf/*.h5',
                                   'tests/data/legacy_pickle/*/*.pickle',
                                   'tests/data/legacy_msgpack/*/*.msgpack',
-                                  'tests/data/pickle_compression/*',
                                   'tests/data/*.csv*',
                                   'tests/data/*.dta',
                                   'tests/data/*.pickle',