conda install -c menpo dlib

boost: 1.59.0-py35_0 menpo
    bzip2: 1.0.6-3
    dlib:  18.18-py35_2  menpo

Python 2.7.12 |Anaconda 4.2.0 (64-bit)| (default, Jul  2 2016, 17:42:40)
[GCC 4.4.7 20120313 (Red Hat 4.4.7-1)] on linux2
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>>> import dlib
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
ImportError: No module named dlib
>>> exit()