diff --git a/jedi/inference/compiled/access.py b/jedi/inference/compiled/access.py
index 79fa4341..54f01691 100644
--- a/jedi/inference/compiled/access.py
+++ b/jedi/inference/compiled/access.py
@@ -386,6 +386,21 @@ class DirectObjectAccess(object):
         if inspect.ismodule(return_obj):
             return [access]
 
+        try:
+            module = return_obj.__module__
+        except AttributeError:
+            pass
+        else:
+            try:
+                __import__(module)
+                # For some modules like _sqlite3, the __module__ for classes is
+                # different, in this case it's sqlite3. So we have to try to
+                # load that "original" module, because it's not loaded yet. If
+                # we don't do that, we don't really have a "parent" module and
+                # we would fall back to builtins.
+            except ImportError:
+                pass
+
         module = inspect.getmodule(return_obj)
         if module is None:
             module = inspect.getmodule(type(return_obj))
diff --git a/test/test_inference/test_gradual/test_conversion.py b/test/test_inference/test_gradual/test_conversion.py
new file mode 100644
index 00000000..e2f2b9ed
--- /dev/null
+++ b/test/test_inference/test_gradual/test_conversion.py
@@ -0,0 +1,16 @@
+from os.path import join
+
+from jedi.inference.gradual.conversion import convert_names
+
+
+def test_sqlite3_conversion(Script):
+    script1 = Script('import sqlite3; sqlite3.Connection')
+    d, = script1.goto_definitions()
+
+    assert not d.module_path
+    assert d.full_name == 'sqlite3.Connection'
+    assert convert_names([d._name], only_stubs=True)
+
+    d, = script1.goto_definitions(only_stubs=True)
+    assert d.is_stub()
+    assert d.full_name == 'sqlite3.dbapi2.Connection'