Let (X i , Y i) i∈Z be a stationary sequence of R 2-valued random variables. To test if X 1 and Y 1 are correlated in the sense of Kendall, we propose a robust correction of the usual Kendall test, valid for a large class of dependent sequences. We also show that the condition on the dependency coefficients is optimal in a certain sense, and we illustrate our results trough different sets of simulation.