diff --git a/doc/source/installation.rst b/doc/source/installation.rst
index 20d49edaea7d..f3ad649d683d 100644
--- a/doc/source/installation.rst
+++ b/doc/source/installation.rst
@@ -10,7 +10,7 @@ You can install the latest stable version of Ray as follows.
 
 .. code-block:: bash
 
-  pip install -U ray
+  pip install -U ray  # also recommended: ray[debug]
 
 Trying snapshots from master
 ----------------------------
diff --git a/doc/source/rllib.rst b/doc/source/rllib.rst
index 23c69506e008..2de444b52965 100644
--- a/doc/source/rllib.rst
+++ b/doc/source/rllib.rst
@@ -15,7 +15,7 @@ RLlib has extra dependencies on top of ``ray``. First, you'll need to install ei
 .. code-block:: bash
 
   pip install tensorflow  # or tensorflow-gpu
-  pip install ray[rllib]
+  pip install ray[rllib]  # also recommended: ray[debug]
 
 You might also want to clone the `Ray repo <https://github.com/ray-project/ray>`__ for convenient access to RLlib helper scripts:
 
diff --git a/doc/source/tune.rst b/doc/source/tune.rst
index 87f28531bee8..14c95fb0edcb 100644
--- a/doc/source/tune.rst
+++ b/doc/source/tune.rst
@@ -45,7 +45,7 @@ You'll need to first `install ray <installation.html>`__ to import Tune.
 
 .. code-block:: bash
 
-    pip install ray
+    pip install ray  # also recommended: ray[debug]
 
 
 Quick Start
diff --git a/python/ray/memory_monitor.py b/python/ray/memory_monitor.py
index 23d6c12b5f9c..00cf86816dbf 100644
--- a/python/ray/memory_monitor.py
+++ b/python/ray/memory_monitor.py
@@ -56,8 +56,9 @@ def __init__(self, error_threshold=0.95, check_interval=1):
         if not psutil:
             logger.warning(
                 "WARNING: Not monitoring node memory since `psutil` is not "
-                "installed. Install this with `pip install psutil` to enable "
-                "debugging of memory-related crashes.")
+                "installed. Install this with `pip install psutil` "
+                "(or ray[debug]) to enable debugging of memory-related "
+                "crashes.")
 
     def raise_if_low_memory(self):
         if not psutil:
diff --git a/python/ray/scripts/scripts.py b/python/ray/scripts/scripts.py
index d78f2f9c1dd1..929ee3785906 100644
--- a/python/ray/scripts/scripts.py
+++ b/python/ray/scripts/scripts.py
@@ -651,7 +651,7 @@ def stack():
     COMMAND = """
 pyspy=`which py-spy`
 if [ ! -e "$pyspy" ]; then
-    echo "ERROR: Please 'pip install py-spy' first"
+    echo "ERROR: Please 'pip install py-spy' (or ray[debug]) first"
     exit 1
 fi
 # Set IFS to iterate over lines instead of over words.
diff --git a/python/ray/tune/trial_runner.py b/python/ray/tune/trial_runner.py
index 98bbbcb71c64..d89b3dda7ee1 100644
--- a/python/ray/tune/trial_runner.py
+++ b/python/ray/tune/trial_runner.py
@@ -236,7 +236,8 @@ def _memory_debug_string(self):
             return "Memory usage on this node: {}/{} GB{}".format(
                 round(used_gb, 1), round(total_gb, 1), warn)
         except ImportError:
-            return "Unknown memory usage (`pip install psutil` to resolve)"
+            return ("Unknown memory usage. Please run `pip install psutil` "
+                    "(or ray[debug]) to resolve)")
 
     def has_resources(self, resources):
         """Returns whether this runner has at least the specified resources."""
diff --git a/python/ray/worker.py b/python/ray/worker.py
index f68bb42886f0..c3c01f4859fc 100644
--- a/python/ray/worker.py
+++ b/python/ray/worker.py
@@ -12,7 +12,6 @@
 import numpy as np
 import os
 import redis
-import setproctitle
 import signal
 import sys
 import threading
@@ -73,6 +72,15 @@
 # using logging.basicConfig in its entry/init points.
 logger = logging.getLogger(__name__)
 
+try:
+    import setproctitle
+except ImportError:
+    setproctitle = None
+    logger.warning(
+        "WARNING: Not updating worker name since `setproctitle` is not "
+        "installed. Install this with `pip install setproctitle` "
+        "(or ray[debug]) to enable monitoring of worker processes.")
+
 
 class RayTaskError(Exception):
     """An object used internally to represent a task that threw an exception.
@@ -1916,7 +1924,8 @@ def connect(info,
     # Initialize some fields.
     if mode is WORKER_MODE:
         worker.worker_id = random_string()
-        setproctitle.setproctitle("ray_worker")
+        if setproctitle:
+            setproctitle.setproctitle("ray_worker")
     else:
         # This is the code path of driver mode.
         if driver_id is None:
@@ -2163,9 +2172,11 @@ def disconnect(worker=global_worker):
 
 @contextmanager
 def _changeproctitle(title, next_title):
-    setproctitle.setproctitle(title)
+    if setproctitle:
+        setproctitle.setproctitle(title)
     yield
-    setproctitle.setproctitle(next_title)
+    if setproctitle:
+        setproctitle.setproctitle(next_title)
 
 
 def _try_to_compute_deterministic_class_id(cls, depth=5):
diff --git a/python/setup.py b/python/setup.py
index 7198de2329bf..c92ffa65b481 100644
--- a/python/setup.py
+++ b/python/setup.py
@@ -64,7 +64,10 @@
 
 optional_ray_files += ray_autoscaler_files
 
-extras = {"rllib": ["pyyaml", "gym[atari]", "opencv-python", "lz4", "scipy"]}
+extras = {
+    "rllib": ["pyyaml", "gym[atari]", "opencv-python", "lz4", "scipy"],
+    "debug": ["psutil", "setproctitle", "py-spy"],
+}
 
 
 class build_ext(_build_ext.build_ext):
@@ -139,7 +142,6 @@ def find_version(*filepath):
     "pytest",
     "pyyaml",
     "redis",
-    "setproctitle",
     # The six module is required by pyarrow.
     "six >= 1.0.0",
     "flatbuffers",