diff --git a/docs/installation.md b/docs/installation.md
index 9dd14274a..1c0aed7ba 100644
--- a/docs/installation.md
+++ b/docs/installation.md
@@ -30,6 +30,12 @@ The easiest way to install and run Freqtrade is to clone the bot Github reposito
 !!! Warning "Up-to-date clock"
     The clock on the system running the bot must be accurate, synchronized to a NTP server frequently enough to avoid problems with communication to the exchanges.
 
+!!! Error "Running setup.py install for gym did not run successfully."
+    If you get an error related with gym we suggest you to downgrade setuptools it to version 65.5.0 you can do it with the following command:
+    ```bash
+    pip install setuptools==65.5.0
+    ```
+
 ------
 
 ## Requirements
diff --git a/requirements-freqai-rl.txt b/requirements-freqai-rl.txt
index 82ff4022d..cb77a34c1 100644
--- a/requirements-freqai-rl.txt
+++ b/requirements-freqai-rl.txt
@@ -6,4 +6,5 @@ torch==1.13.1
 stable-baselines3==1.7.0
 sb3-contrib==1.7.0
 # Gym is forced to this version by stable-baselines3.
+setuptools==65.5.0 # Should be removed when gym is fixed.
 gym==0.21
diff --git a/setup.sh b/setup.sh
index 4cb504853..6a6744cef 100755
--- a/setup.sh
+++ b/setup.sh
@@ -49,7 +49,8 @@ function updateenv() {
     source .env/bin/activate
     SYS_ARCH=$(uname -m)
     echo "pip install in-progress. Please wait..."
-    ${PYTHON} -m pip install --upgrade pip
+    # Setuptools 65.5.0 is the last version that can install gym==0.21.0
+    ${PYTHON} -m pip install --upgrade pip wheel setuptools==65.5.0
     read -p "Do you want to install dependencies for dev [y/N]? "
     dev=$REPLY
     if [[ $REPLY =~ ^[Yy]$ ]]
@@ -60,7 +61,7 @@ function updateenv() {
     fi
     REQUIREMENTS_HYPEROPT=""
     REQUIREMENTS_PLOT=""
-     read -p "Do you want to install plotting dependencies (plotly) [y/N]? "
+    read -p "Do you want to install plotting dependencies (plotly) [y/N]? "
     if [[ $REPLY =~ ^[Yy]$ ]]
     then
         REQUIREMENTS_PLOT="-r requirements-plot.txt"