Updated March 2020

It’s easy enough to load .mat files in Python via the scipy.io.loadmat function. But what about loading .pickle files into Matlab? You need to do a little more work! It’s a bit roundabout, but if python is installed and on your path, you can call it from Matlab to save the data in the .mat format which Matlab can load, like so:

function [a] = loadpickle(filename)
  if ~exist(filename,'file')
    error('%s is not a file',filename);
  end
  outname = [tempname() '.mat'];
  pyscript = ['import pickle;import sys;import scipy.io;file=open("' filename '", "rb");dat=pickle.load(file);file.close();scipy.io.savemat("' outname '.dat")'];
system(['python -c "' pyscript '"']);
a = load(outname);
end

In newer versions of Matlab, there’s an even simpler method thanks to the direct Python support in Matlab. Assuming you’ve set up Matlab to use the right Python version, you can simply use:

% Filename is the name of the file.
fid = py.open(filename,'rb');
data = py.pickle.load(fid);

Thanks to Tim R for this second method.