fatal error: mjmodel.h: No such file or directory

Trying to install this from scratch. Here are my steps:

git clone https://github.com/openai/baselines.git
cd baselines
mkvirtualenv openai -p python3.6
pip install -e .

...
Building wheels for collected packages: gym, zmq, dill, mpi4py, mujoco-py, glfw, pycparser
  Running setup.py bdist_wheel for gym ... done
  Stored in directory: /home/maddoxw/.cache/pip/wheels/a8/e4/fc/145832d732d33de702076907d7c3b4c47ba4302dbedd35fc80
  Running setup.py bdist_wheel for zmq ... done
  Stored in directory: /home/maddoxw/.cache/pip/wheels/1e/ab/58/d386fd5ba7223e06c34ad0e096a23b2c36c9b077d2fa479325
  Running setup.py bdist_wheel for dill ... done
  Stored in directory: /home/maddoxw/.cache/pip/wheels/e5/88/fe/7e290ce5bb39d531eb9bee5cf254ba1c3e3c7ba3339ce67bee
  Running setup.py bdist_wheel for mpi4py ... done
  Stored in directory: /home/maddoxw/.cache/pip/wheels/13/e2/e6/4a43d9f0ab84f7780c3084eddfa98621872aa349fa4daca464
  Running setup.py bdist_wheel for mujoco-py ... error
  Complete output from command /home/maddoxw/.virtualenvs/openai/bin/python3.6 -u -c "import setuptools, tokenize;__file__='/tmp/pip-build-5ihzx1e2/mujoco-py/setup.py';f=getattr(tokenize, 'open', open)(__file__);code=f.read().replace('\r\n', '\n');f.close();exec(compile(code, __file__, 'exec'))" bdist_wheel -d /tmp/tmpvuef1fropip-wheel- --python-tag cp36:
  running bdist_wheel
  running build
  Compiling /tmp/pip-build-5ihzx1e2/mujoco-py/mujoco_py/cymj.pyx because it changed.
  [1/1] Cythonizing /tmp/pip-build-5ihzx1e2/mujoco-py/mujoco_py/cymj.pyx
  running build_ext
  building 'mujoco_py.cymj' extension
  creating /tmp/pip-build-5ihzx1e2/mujoco-py/mujoco_py/generated/_pyxbld_LinuxExtensionBuilder
  creating /tmp/pip-build-5ihzx1e2/mujoco-py/mujoco_py/generated/_pyxbld_LinuxExtensionBuilder/temp.linux-x86_64-3.6
  creating /tmp/pip-build-5ihzx1e2/mujoco-py/mujoco_py/generated/_pyxbld_LinuxExtensionBuilder/temp.linux-x86_64-3.6/tmp
  creating /tmp/pip-build-5ihzx1e2/mujoco-py/mujoco_py/generated/_pyxbld_LinuxExtensionBuilder/temp.linux-x86_64-3.6/tmp/pip-build-5ihzx1e2
  creating /tmp/pip-build-5ihzx1e2/mujoco-py/mujoco_py/generated/_pyxbld_LinuxExtensionBuilder/temp.linux-x86_64-3.6/tmp/pip-build-5ihzx1e2/mujoco-py
  creating /tmp/pip-build-5ihzx1e2/mujoco-py/mujoco_py/generated/_pyxbld_LinuxExtensionBuilder/temp.linux-x86_64-3.6/tmp/pip-build-5ihzx1e2/mujoco-py/mujoco_py
  creating /tmp/pip-build-5ihzx1e2/mujoco-py/mujoco_py/generated/_pyxbld_LinuxExtensionBuilder/temp.linux-x86_64-3.6/tmp/pip-build-5ihzx1e2/mujoco-py/mujoco_py/gl
  x86_64-linux-gnu-gcc -pthread -DNDEBUG -g -fwrapv -O2 -Wall -g -fstack-protector-strong -Wformat -Werror=format-security -Wdate-time -D_FORTIFY_SOURCE=2 -fPIC -Imujoco_py -I/tmp/pip-build-5ihzx1e2/mujoco-py/mujoco_py -I/home/maddoxw/.mujoco/mjpro150/include -I/home/maddoxw/.virtualenvs/openai/lib/python3.6/site-packages/numpy/core/include -I/tmp/pip-build-5ihzx1e2/mujoco-py/mujoco_py/vendor/egl -I/usr/include/python3.6m -I/home/maddoxw/.virtualenvs/openai/include/python3.6m -c /tmp/pip-build-5ihzx1e2/mujoco-py/mujoco_py/cymj.c -o /tmp/pip-build-5ihzx1e2/mujoco-py/mujoco_py/generated/_pyxbld_LinuxExtensionBuilder/temp.linux-x86_64-3.6/tmp/pip-build-5ihzx1e2/mujoco-py/mujoco_py/cymj.o -fopenmp -w
  /tmp/pip-build-5ihzx1e2/mujoco-py/mujoco_py/cymj.c:568:21: fatal error: mjmodel.h: No such file or directory
  compilation terminated.
  error: command 'x86_64-linux-gnu-gcc' failed with exit status 1

I’m only showing the last few stages of the install for brevity. I can provide the full verbose output if need be. My OS is Ubuntu 16.04. Any ideas on what the issue might be? Has anyone had success installing in a virtualenv?