diff --git a/pylearn2/cross_validation/__init__.py b/pylearn2/cross_validation/__init__.py
index e5dbc60113..fcfbbbe451 100644
--- a/pylearn2/cross_validation/__init__.py
+++ b/pylearn2/cross_validation/__init__.py
@@ -34,6 +34,9 @@ class TrainCV(object):
         Training model. If list, training model for each fold.
     algorithm : TrainingAlgorithm
         Training algorithm.
+    algorithm_monitoring_datasets : list or None
+        Subsets of the dataset to be monitored.
+        Leave as None to monitor all subsets.
     save_path : str or None
         Output filename for trained models. Also used (with modification)
         for individual models if save_folds is True.
@@ -49,6 +52,7 @@ class TrainCV(object):
         TrainCVExtension objects for the parent TrainCV object.
     """
     def __init__(self, dataset_iterator, model, algorithm=None,
+                 algorithm_monitoring_datasets=None,
                  save_path=None, save_freq=0, extensions=None,
                  allow_overwrite=True, save_folds=False, cv_extensions=None):
         self.dataset_iterator = dataset_iterator
@@ -76,7 +80,13 @@ def __init__(self, dataset_iterator, model, algorithm=None,
 
             # setup monitoring datasets
             this_algorithm = deepcopy(algorithm)
-            this_algorithm._set_monitoring_dataset(datasets)
+            if algorithm_monitoring_datasets is None:
+                monitoring_datasets = datasets
+            else:
+                monitoring_datasets = dict(
+                    (k, v) for (k, v) in datasets.iteritems()
+                    if k in algorithm_monitoring_datasets)
+            this_algorithm._set_monitoring_dataset(monitoring_datasets)
 
             # extensions
             this_extensions = deepcopy(extensions)