diff --git a/Project.toml b/Project.toml
index f1545010f6..331d683991 100644
--- a/Project.toml
+++ b/Project.toml
@@ -18,6 +18,7 @@ Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
 Requires = "ae029012-a4dd-5104-9daa-d747884805df"
+SHA = "ea8e919c-243c-51af-8825-aaa63cd721ce"
 SpecialFunctions = "276daf66-3868-5448-9aa4-cd146d93841b"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
diff --git a/src/data/Data.jl b/src/data/Data.jl
index ddf0624b4b..ab78f4163c 100644
--- a/src/data/Data.jl
+++ b/src/data/Data.jl
@@ -1,11 +1,27 @@
 module Data
 
 import ..Flux
+import SHA
 
 export CMUDict, cmudict
 
 deps(path...) = joinpath(@__DIR__, "..", "..", "deps", path...)
 
+function download_and_verify(url, path, hash)
+    tmppath = tempname()
+    download(url, tmppath)
+    hash_download = open(tmppath) do f
+        bytes2hex(SHA.sha256(f))
+    end
+    if hash_download !== hash
+        msg  = "Hash Mismatch!\n"
+        msg *= "  Expected sha256:   $hash\n"
+        msg *= "  Calculated sha256: $hash_download"
+        error(msg)
+    end
+    mv(tmppath, path; force=true)
+end
+
 function __init__()
   mkpath(deps())
 end
diff --git a/src/data/cmudict.jl b/src/data/cmudict.jl
index 926f2342d2..f89ded4fdb 100644
--- a/src/data/cmudict.jl
+++ b/src/data/cmudict.jl
@@ -2,23 +2,25 @@ module CMUDict
 
 export cmudict
 
-using ..Data: deps
+using ..Data: deps, download_and_verify
 
 const version = "0.7b"
 const cache_prefix = "https://cache.julialang.org"
 
 function load()
-  suffixes = ["", ".phones", ".symbols"]
+  suffixes_and_hashes = [(""       , "209a8b4cd265013e96f4658632a9878103b0c5abf62b50d4ef3ae1be226b29e4"),
+                        (".phones" , "ffb588a5e55684723582c7256e1d2f9fadb130011392d9e59237c76e34c2cfd6"),
+                        (".symbols", "408ccaae803641c6d7b626b6299949320c2dbca96b2220fd3fb17887b023b027")]
   if isdir(deps("cmudict"))
-    if all(isfile(deps("cmudict", "cmudict$x")) for x in suffixes)
+    if all(isfile(deps("cmudict", "cmudict$x")) for (x, _) in suffixes_and_hashes)
       return
     end
   end
   @info "Downloading CMUDict dataset"
   mkpath(deps("cmudict"))
-  for x in suffixes
-    download("$cache_prefix/http://svn.code.sf.net/p/cmusphinx/code/trunk/cmudict/cmudict-$version$x",
-             deps("cmudict", "cmudict$x"))
+  for (x, hash) in suffixes_and_hashes
+    download_and_verify("$cache_prefix/http://svn.code.sf.net/p/cmusphinx/code/trunk/cmudict/cmudict-$version$x",
+             deps("cmudict", "cmudict$x"), hash)
   end
 end
 
diff --git a/src/data/fashion-mnist.jl b/src/data/fashion-mnist.jl
index e4510b476b..da78b605aa 100644
--- a/src/data/fashion-mnist.jl
+++ b/src/data/fashion-mnist.jl
@@ -1,19 +1,20 @@
 module FashionMNIST
 
 using ..MNIST: gzopen, imageheader, rawimage, labelheader, rawlabel
+using ..Data: download_and_verify
 
 const dir = joinpath(@__DIR__, "../../deps/fashion-mnist")
 
 function load()
   mkpath(dir)
   cd(dir) do
-    for file in ["train-images-idx3-ubyte",
-                 "train-labels-idx1-ubyte",
-                 "t10k-images-idx3-ubyte",
-                 "t10k-labels-idx1-ubyte"]
+    for (file, hash) in [("train-images-idx3-ubyte", "3aede38d61863908ad78613f6a32ed271626dd12800ba2636569512369268a84"),
+                         ("train-labels-idx1-ubyte", "a04f17134ac03560a47e3764e11b92fc97de4d1bfaf8ba1a3aa29af54cc90845"),
+                         ("t10k-images-idx3-ubyte" , "346e55b948d973a97e58d2351dde16a484bd415d4595297633bb08f03db6a073"),
+                         ("t10k-labels-idx1-ubyte" , "67da17c76eaffca5446c3361aaab5c3cd6d1c2608764d35dfb1850b086bf8dd5")]
       isfile(file) && continue
       @info "Downloading Fashion-MNIST dataset"
-      download("http://fashion-mnist.s3-website.eu-central-1.amazonaws.com/$file.gz", "$file.gz")
+      download_and_verify("http://fashion-mnist.s3-website.eu-central-1.amazonaws.com/$file.gz", "$file.gz", hash)
       open(file, "w") do io
         write(io, gzopen(read, "$file.gz"))
       end
diff --git a/src/data/mnist.jl b/src/data/mnist.jl
index 4397618d97..b9c0540a34 100644
--- a/src/data/mnist.jl
+++ b/src/data/mnist.jl
@@ -1,6 +1,7 @@
 module MNIST
 
 using CodecZlib, Colors
+using ..Data: download_and_verify
 
 const Gray = Colors.Gray{Colors.N0f8}
 
@@ -15,13 +16,13 @@ end
 function load()
   mkpath(dir)
   cd(dir) do
-    for file in ["train-images-idx3-ubyte",
-                 "train-labels-idx1-ubyte",
-                 "t10k-images-idx3-ubyte",
-                 "t10k-labels-idx1-ubyte"]
+    for (file, hash) in [("train-images-idx3-ubyte", "440fcabf73cc546fa21475e81ea370265605f56be210a4024d2ca8f203523609"),
+                         ("train-labels-idx1-ubyte", "3552534a0a558bbed6aed32b30c495cca23d567ec52cac8be1a0730e8010255c"),
+                         ("t10k-images-idx3-ubyte" , "8d422c7b0a1c1c79245a5bcf07fe86e33eeafee792b84584aec276f5a2dbc4e6"),
+                         ("t10k-labels-idx1-ubyte" , "f7ae60f92e00ec6debd23a6088c31dbd2371eca3ffa0defaefb259924204aec6")]
       isfile(file) && continue
       @info "Downloading MNIST dataset"
-      download("https://cache.julialang.org/http://yann.lecun.com/exdb/mnist/$file.gz", "$file.gz")
+      download_and_verify("https://cache.julialang.org/http://yann.lecun.com/exdb/mnist/$file.gz", "$file.gz", hash)
       open(file, "w") do io
         write(io, gzopen(read, "$file.gz"))
       end
diff --git a/src/data/sentiment.jl b/src/data/sentiment.jl
index 56c9e8ea21..ecb1ab8dc7 100644
--- a/src/data/sentiment.jl
+++ b/src/data/sentiment.jl
@@ -1,13 +1,13 @@
 module Sentiment
 
 using ZipFile
-using ..Data: deps
+using ..Data: deps, download_and_verify
 
 function load()
   isfile(deps("sentiment.zip")) && return
   @info "Downloading sentiment treebank dataset"
-  download("https://cache.julialang.org/https://nlp.stanford.edu/sentiment/trainDevTestTrees_PTB.zip",
-           deps("sentiment.zip"))
+  download_and_verify("https://cache.julialang.org/https://nlp.stanford.edu/sentiment/trainDevTestTrees_PTB.zip",
+           deps("sentiment.zip"), "5c613a4f673fc74097d523a2c83f38e0cc462984d847b82c7aaf36b01cbbbfcc")
 end
 
 getfile(r, name) = r.files[findfirst(x -> x.name == name, r.files)]