Index: django/contrib/admin/views/main.py
===================================================================
--- django/contrib/admin/views/main.py    (revision 1827)
+++ django/contrib/admin/views/main.py    (working copy)
@@ -203,6 +203,7 @@
                f = lookup_opts.get_field(order_field)
                rel_ordering = f.rel.to.ordering and f.rel.to.ordering[0] or f.rel.to.pk.column
                lookup_order_field = '%s.%s' % (f.rel.to.db_table, rel_ordering)
+                lookup_params['select_related'] = True
        # Use select_related if one of the list_display options is a field with a
        # relationship.
        if lookup_opts.admin.list_select_related: