diff --git a/paddle/operators/CMakeLists.txt b/paddle/operators/CMakeLists.txt
index bc64bfd7ec2ed..a37720e509334 100644
--- a/paddle/operators/CMakeLists.txt
+++ b/paddle/operators/CMakeLists.txt
@@ -51,3 +51,5 @@ op_library(softmax_op SRCS softmax_op.cc softmax_op.cu)
 
 op_library(fc_op SRCS fc_op.cc DEPS mul_op rowwise_add_op sigmoid_op
         softmax_op net)
+
+op_library(sgd_op SRCS sgd_op.cc sgd_op.cu)
diff --git a/paddle/operators/sgd_op.cc b/paddle/operators/sgd_op.cc
new file mode 100644
index 0000000000000..04df87a3add2a
--- /dev/null
+++ b/paddle/operators/sgd_op.cc
@@ -0,0 +1,61 @@
+/* Copyright (c) 2016 PaddlePaddle Authors. All Rights Reserve.
+
+Licensed under the Apache License, Version 2.0 (the "License");
+you may not use this file except in compliance with the License.
+You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+Unless required by applicable law or agreed to in writing, software
+distributed under the License is distributed on an "AS IS" BASIS,
+WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+See the License for the specific language governing permissions and
+limitations under the License. */
+
+#include "paddle/operators/sgd_op.h"
+#include "paddle/framework/op_registry.h"
+#include "paddle/framework/tensor.h"
+
+namespace paddle {
+namespace operators {
+
+class SGDOp : public framework::OperatorWithKernel {
+protected:
+  void InferShape(
+      const std::vector<const framework::Tensor *> &inputs,
+      const std::vector<framework::Tensor *> &outputs) const override {
+    PADDLE_ENFORCE(inputs.size() == 2, "Input size of SGDOp must be two");
+    PADDLE_ENFORCE(outputs.size() == 1, "Output size of SGDOp must be one");
+    PADDLE_ENFORCE(inputs[0] != nullptr, "inputs[0] mast be set");
+    PADDLE_ENFORCE(inputs[1] != nullptr, "inputs[1] mast be set");
+    PADDLE_ENFORCE(outputs[0] != nullptr, "outputs[0] mast be set");
+    PADDLE_ENFORCE(inputs[0]->dims() == inputs[1]->dims(),
+                   "Two input of SGD Op's dimension must be same.");
+    outputs[0]->set_dims(inputs[0]->dims());
+  }
+};
+
+class SGDOpMaker : public framework::OpProtoAndCheckerMaker {
+public:
+  SGDOpMaker(framework::OpProto *proto, framework::OpAttrChecker *op_checker)
+      : framework::OpProtoAndCheckerMaker(proto, op_checker) {
+    AddInput("param", "input parameter");
+    AddInput("grad", "input gradient");
+    AddOutput("param_out", "output parameter");
+    AddAttr<float>("learning_rate", "learning rate of sgd");
+    AddComment(R"DOC(
+
+Simplest sgd algorithm.
+
+param_out = param - learning_rate * grad;
+
+)DOC");
+  }
+};
+}  // namespace operators
+}  // namespace paddle
+
+REGISTER_OP(sgd, paddle::operators::SGDOp, paddle::operators::SGDOpMaker);
+typedef paddle::operators::SGDOpKernel<::paddle::platform::CPUPlace, float>
+    SGDOpKernel_CPU_float;
+REGISTER_OP_CPU_KERNEL(sgd, SGDOpKernel_CPU_float);
diff --git a/paddle/operators/sgd_op.cu b/paddle/operators/sgd_op.cu
new file mode 100644
index 0000000000000..400425db10896
--- /dev/null
+++ b/paddle/operators/sgd_op.cu
@@ -0,0 +1,5 @@
+#include "paddle/operators/sgd_op.h"
+#include "paddle/framework/op_registry.h"
+
+typedef paddle::operators::SGDOpKernel<::paddle::platform::GPUPlace, float> SGDOpKernel_GPU_float;
+REGISTER_OP_GPU_KERNEL(sgd, SGDOpKernel_GPU_float);
\ No newline at end of file
diff --git a/paddle/operators/sgd_op.h b/paddle/operators/sgd_op.h
new file mode 100644
index 0000000000000..2ee21ef8f93ae
--- /dev/null
+++ b/paddle/operators/sgd_op.h
@@ -0,0 +1,39 @@
+/* Copyright (c) 2016 PaddlePaddle Authors. All Rights Reserve.
+
+Licensed under the Apache License, Version 2.0 (the "License");
+you may not use this file except in compliance with the License.
+You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+Unless required by applicable law or agreed to in writing, software
+distributed under the License is distributed on an "AS IS" BASIS,
+WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+See the License for the specific language governing permissions and
+limitations under the License. */
+
+#pragma once
+#include "glog/logging.h"
+#include "paddle/framework/operator.h"
+
+namespace paddle {
+namespace operators {
+
+template <typename Place, typename T>
+class SGDOpKernel : public framework::OpKernel {
+public:
+  void Compute(const framework::KernelContext& ctx) const override {
+    auto param = ctx.Input("param")->Get<framework::Tensor>();
+    auto grad = ctx.Input("grad")->Get<framework::Tensor>();
+    auto* param_out = ctx.Output(0)->GetMutable<framework::Tensor>();
+    float lr = ctx.op_.GetAttr<float>("learning_rate");
+
+    param_out->mutable_data<T>(ctx.GetPlace());
+
+    param_out->flat<T>().device(*(ctx.GetEigenDevice<Place>())) =
+        param.flat<T>() - lr * grad.flat<T>();
+  }
+};
+
+}  // namespace operators
+}  // namespace paddle
diff --git a/paddle/operators/sgd_op_test.cc b/paddle/operators/sgd_op_test.cc
new file mode 100644
index 0000000000000..75137259f5e60
--- /dev/null
+++ b/paddle/operators/sgd_op_test.cc
@@ -0,0 +1,22 @@
+/* Copyright (c) 2016 PaddlePaddle Authors. All Rights Reserve.
+
+Licensed under the Apache License, Version 2.0 (the "License");
+you may not use this file except in compliance with the License.
+You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+Unless required by applicable law or agreed to in writing, software
+distributed under the License is distributed on an "AS IS" BASIS,
+WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+See the License for the specific language governing permissions and
+limitations under the License. */
+
+#include <gtest/gtest.h>
+#include <paddle/framework/op_registry.h>
+USE_OP(sgd);
+TEST(SGDOp, GetOpProto) {
+  auto& protos = paddle::framework::OpRegistry::protos();
+  auto it = protos.find("sgd");
+  ASSERT_NE(it, protos.end());
+}
diff --git a/paddle/pybind/CMakeLists.txt b/paddle/pybind/CMakeLists.txt
index 29fb29c7c14f6..6354dd211d5d0 100644
--- a/paddle/pybind/CMakeLists.txt
+++ b/paddle/pybind/CMakeLists.txt
@@ -1,2 +1,2 @@
 cc_library(paddle_pybind SHARED SRCS pybind.cc DEPS pybind python
-        add_op fc_op)
+        add_op fc_op sgd_op)
diff --git a/paddle/pybind/pybind.cc b/paddle/pybind/pybind.cc
index 7e84550f770e8..54707a2859693 100644
--- a/paddle/pybind/pybind.cc
+++ b/paddle/pybind/pybind.cc
@@ -28,6 +28,7 @@ namespace pd = paddle::framework;
 
 USE_OP(add_two);
 USE_OP_WITHOUT_KERNEL(fc);
+USE_OP(sgd);
 
 PYBIND11_PLUGIN(core) {
   py::module m("core", "C++ core of Paddle Paddle");
diff --git a/python/paddle/v2/framework/tests/CMakeLists.txt b/python/paddle/v2/framework/tests/CMakeLists.txt
index f71009aa8569b..ec076e40c9312 100644
--- a/python/paddle/v2/framework/tests/CMakeLists.txt
+++ b/python/paddle/v2/framework/tests/CMakeLists.txt
@@ -1,3 +1,3 @@
 add_python_test(test_framework test_protobuf.py test_scope.py
     test_default_scope_funcs.py test_op_creation_methods.py
-    test_tensor.py test_fc_op.py test_add_two_op.py)
+    test_tensor.py test_fc_op.py test_add_two_op.py test_sgd_op.py)
diff --git a/python/paddle/v2/framework/tests/test_sgd_op.py b/python/paddle/v2/framework/tests/test_sgd_op.py
new file mode 100644
index 0000000000000..405d73b224fa1
--- /dev/null
+++ b/python/paddle/v2/framework/tests/test_sgd_op.py
@@ -0,0 +1,18 @@
+import unittest
+import numpy
+from op_test_util import OpTestMeta
+
+
+class TestSGD(unittest.TestCase):
+    __metaclass__ = OpTestMeta
+
+    def setUp(self):
+        self.type = "sgd"
+        self.param = numpy.random.random((342, 345)).astype("float32")
+        self.grad = numpy.random.random((342, 345)).astype("float32")
+        self.learning_rate = 0.1
+        self.param_out = self.param - self.learning_rate * self.grad
+
+
+if __name__ == "__main__":
+    unittest.main()