diff --git a/.github/workflows/master.yml b/.github/workflows/master.yml
index 7ff960bf9b7b..881e11d5ea4f 100644
--- a/.github/workflows/master.yml
+++ b/.github/workflows/master.yml
@@ -154,11 +154,13 @@ jobs:
         python3.8 -m pip install numpy pyarrow pandas scipy
         python3.8 -m pip list
     # SparkR
-    - name: Install R 3.6
-      uses: r-lib/actions/setup-r@v1
+    - name: Install R 4.0
       if: contains(matrix.modules, 'sparkr')
-      with:
-        r-version: 3.6
+      run: |
+        sudo sh -c "echo 'deb https://cloud.r-project.org/bin/linux/ubuntu bionic-cran40/' >> /etc/apt/sources.list"
+        curl -sL "https://keyserver.ubuntu.com/pks/lookup?op=get&search=0xE298A3A825C0D65DFD57CBB651716619E084DAB9" | sudo apt-key add
+        sudo apt-get update
+        sudo apt-get install -y r-base r-base-dev libcurl4-openssl-dev
     - name: Install R packages
       if: contains(matrix.modules, 'sparkr')
       run: |
@@ -203,10 +205,12 @@ jobs:
         # TODO(SPARK-32407): Sphinx 3.1+ does not correctly index nested classes.
         #   See also https://github.com/sphinx-doc/sphinx/issues/7551.
         pip3 install flake8 'sphinx<3.1.0' numpy pydata_sphinx_theme
-    - name: Install R 3.6
-      uses: r-lib/actions/setup-r@v1
-      with:
-        r-version: 3.6
+    - name: Install R 4.0
+      run: |
+        sudo sh -c "echo 'deb https://cloud.r-project.org/bin/linux/ubuntu bionic-cran40/' >> /etc/apt/sources.list"
+        curl -sL "https://keyserver.ubuntu.com/pks/lookup?op=get&search=0xE298A3A825C0D65DFD57CBB651716619E084DAB9" | sudo apt-key add
+        sudo apt-get update
+        sudo apt-get install -y r-base r-base-dev libcurl4-openssl-dev
     - name: Install R linter dependencies and SparkR
       run: |
         sudo apt-get install -y libcurl4-openssl-dev