Can't find MembershipProvider

I'm trying to implement custom membership provider. I found many articles in this topic and all of them saying that I need to create my own class which inherits MembershipProvider located in System.Web.Security. In order to use that namespace I added references System.Web and System.Configuration.
But my project can't find any Membershipprovider class in System.Web.Security. What am I doing wrong?

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