OpenMPI is notoriously full of incompatibilities among major versions.
My MKL installation points to:
http://software.intel.com/en-us/articles/intel-mkl-110-system-requirements/where it says the following was tested:
- Open MPI 1.4.3 (http://www.open-mpi.org)
If you don't have the latest MPI, you should check whether yours refers to an earlier OpenMPI version.
So, for example, you should check whether use of an OpenMPI other than 1.4 would present such an incompatibility, as well as ensuring that you built everything against the same set of OpenMPI header files and that you have linked the MKL libraries for OpenMPI.
Major applications are poorly set up to ensure use of the correct headers. For example, the one I am testing now requires that you change the Makefile to use 'mpif90 -E' as the pre-processor, otherwise it will not get consistent headers for pre-processing.
If you use ifort, of course, you must have built and use your own copy of OpenMPI from source so that mpif90 and its libraries are built with your ifort.
A more recent version of OpenMPI 1.4 ought to be OK, but you might consider upgrading if you are using 1.3 or earlier.
If you can show such a problem in an example where you use a single version of OpenMPI consistent with your MKL libraries, you would have an apparent bug which you should submit on premier.intel.com or show your reproducer on this forum.