diff --git a/doc/whats_new/v0.0.4.rst b/doc/whats_new/v0.0.4.rst
index 8cd326d2f..83529b246 100644
--- a/doc/whats_new/v0.0.4.rst
+++ b/doc/whats_new/v0.0.4.rst
@@ -40,6 +40,11 @@ Enhancement
   :class:`BorderlineSMOTE` and :class:`SVMSMOTE`.
   :issue:`440` by :user:`Guillaume Lemaitre <glemaitre>`.
 
+- Allow :class:`imblearn.over_sampling.RandomOverSampler` can return indices
+  using the attributes ``return_indices``.
+  :issue:`439` by :user:`Hugo Gascon<hgascon>` and
+  :user:`Guillaume Lemaitre <glemaitre>`.
+
 Bug fixes
 .........
 
diff --git a/imblearn/over_sampling/random_over_sampler.py b/imblearn/over_sampling/random_over_sampler.py
index e7726047d..35181e387 100644
--- a/imblearn/over_sampling/random_over_sampler.py
+++ b/imblearn/over_sampling/random_over_sampler.py
@@ -32,6 +32,10 @@ class RandomOverSampler(BaseOverSampler):
 
     {random_state}
 
+    return_indices : bool, optional (default=False)
+        Whether or not to return the indices of the samples randomly selected
+        in the corresponding classes.
+
     ratio : str, dict, or callable
         .. deprecated:: 0.4
            Use the parameter ``sampling_strategy`` instead. It will be removed
@@ -66,10 +70,13 @@ class RandomOverSampler(BaseOverSampler):
 
     """
 
-    def __init__(self, sampling_strategy='auto', random_state=None,
+    def __init__(self, sampling_strategy='auto',
+                 return_indices=False,
+                 random_state=None,
                  ratio=None):
         super(RandomOverSampler, self).__init__(
             sampling_strategy=sampling_strategy, ratio=ratio)
+        self.return_indices = return_indices
         self.random_state = random_state
 
     def _sample(self, X, y):
@@ -106,5 +113,9 @@ def _sample(self, X, y):
             sample_indices = np.append(sample_indices,
                                        target_class_indices[indices])
 
-        return (safe_indexing(X, sample_indices), safe_indexing(
-            y, sample_indices))
+        if self.return_indices:
+            return (safe_indexing(X, sample_indices), safe_indexing(
+                    y, sample_indices), sample_indices)
+        else:
+            return (safe_indexing(X, sample_indices), safe_indexing(
+                    y, sample_indices))
diff --git a/imblearn/over_sampling/tests/test_random_over_sampler.py b/imblearn/over_sampling/tests/test_random_over_sampler.py
index 13d0067c8..6b7ed686c 100644
--- a/imblearn/over_sampling/tests/test_random_over_sampler.py
+++ b/imblearn/over_sampling/tests/test_random_over_sampler.py
@@ -8,6 +8,7 @@
 from collections import Counter
 
 import numpy as np
+from sklearn.utils.testing import assert_allclose
 from sklearn.utils.testing import assert_array_equal
 
 from imblearn.over_sampling import RandomOverSampler
@@ -40,7 +41,7 @@ def test_ros_fit_sample():
                      [0.92923648, 0.76103773], [0.47104475, 0.44386323],
                      [0.92923648, 0.76103773], [0.47104475, 0.44386323]])
     y_gt = np.array([1, 0, 1, 0, 1, 1, 1, 1, 0, 1, 0, 0, 0, 0])
-    assert_array_equal(X_resampled, X_gt)
+    assert_allclose(X_resampled, X_gt)
     assert_array_equal(y_resampled, y_gt)
 
 
@@ -56,10 +57,27 @@ def test_ros_fit_sample_half():
                      [0.09125309, -0.85409574], [0.12372842, 0.6536186],
                      [0.13347175, 0.12167502], [0.094035, -2.55298982]])
     y_gt = np.array([1, 0, 1, 0, 1, 1, 1, 1, 0, 1])
-    assert_array_equal(X_resampled, X_gt)
+    assert_allclose(X_resampled, X_gt)
     assert_array_equal(y_resampled, y_gt)
 
 
+def test_random_over_sampling_return_indices():
+    ros = RandomOverSampler(return_indices=True, random_state=RND_SEED)
+    X_resampled, y_resampled, sample_indices = ros.fit_sample(X, Y)
+    X_gt = np.array([[0.04352327, -0.20515826], [0.92923648, 0.76103773], [
+        0.20792588, 1.49407907
+    ], [0.47104475, 0.44386323], [0.22950086, 0.33367433], [
+        0.15490546, 0.3130677
+    ], [0.09125309, -0.85409574], [0.12372842, 0.6536186],
+                     [0.13347175, 0.12167502], [0.094035, -2.55298982],
+                     [0.92923648, 0.76103773], [0.47104475, 0.44386323],
+                     [0.92923648, 0.76103773], [0.47104475, 0.44386323]])
+    y_gt = np.array([1, 0, 1, 0, 1, 1, 1, 1, 0, 1, 0, 0, 0, 0])
+    assert_allclose(X_resampled, X_gt)
+    assert_array_equal(y_resampled, y_gt)
+    assert_array_equal(np.sort(np.unique(sample_indices)), np.arange(len(X)))
+
+
 def test_multiclass_fit_sample():
     y = Y.copy()
     y[5] = 2