diff --git a/appveyor.yml b/appveyor.yml
new file mode 100644
index 00000000..04627788
--- /dev/null
+++ b/appveyor.yml
@@ -0,0 +1,62 @@
+environment:
+
+  global:
+    # SDK v7.0 MSVC Express 2008's SetEnv.cmd script will fail if the
+    # /E:ON and /V:ON options are not enabled in the batch script intepreter
+    # See: http://stackoverflow.com/a/13751649/163740
+    WITH_COMPILER: "cmd /E:ON /V:ON /C .\\extra\\appveyor\\run_with_compiler.cmd"
+
+  matrix:
+
+    # Pre-installed Python versions, which Appveyor may upgrade to
+    # a later point release.
+    # See: http://www.appveyor.com/docs/installed-software#python
+
+    - PYTHON: "C:\\Python27"
+      PYTHON_VERSION: "2.7.x"
+      PYTHON_ARCH: "32"
+
+    - PYTHON: "C:\\Python33"
+      PYTHON_VERSION: "3.3.x"
+      PYTHON_ARCH: "32"
+
+    - PYTHON: "C:\\Python34"
+      PYTHON_VERSION: "3.4.x"
+      PYTHON_ARCH: "32"
+
+    - PYTHON: "C:\\Python27-x64"
+      PYTHON_VERSION: "2.7.x"
+      PYTHON_ARCH: "64"
+      WINDOWS_SDK_VERSION: "v7.0"
+
+    - PYTHON: "C:\\Python33-x64"
+      PYTHON_VERSION: "3.3.x"
+      PYTHON_ARCH: "64"
+      WINDOWS_SDK_VERSION: "v7.1"
+
+    - PYTHON: "C:\\Python34-x64"
+      PYTHON_VERSION: "3.4.x"
+      PYTHON_ARCH: "64"
+      WINDOWS_SDK_VERSION: "v7.1"
+
+
+init:
+  - "ECHO %PYTHON% %PYTHON_VERSION% %PYTHON_ARCH%"
+
+install:
+  - "powershell extra\\appveyor\\install.ps1"
+  - "%PYTHON%/Scripts/pip.exe install -U setuptools"
+
+build: off
+
+test_script:
+  - "%WITH_COMPILER% %PYTHON%/python setup.py test"
+
+after_test:
+  - "%WITH_COMPILER% %PYTHON%/python setup.py bdist_wheel"
+
+artifacts:
+  - path: dist\*
+
+#on_success:
+#  - TODO: upload the content of dist/*.whl to a public wheelhouse
diff --git a/extra/appveyor/install.ps1 b/extra/appveyor/install.ps1
new file mode 100644
index 00000000..3f056282
--- /dev/null
+++ b/extra/appveyor/install.ps1
@@ -0,0 +1,85 @@
+# Sample script to install Python and pip under Windows
+# Authors: Olivier Grisel and Kyle Kastner
+# License: CC0 1.0 Universal: http://creativecommons.org/publicdomain/zero/1.0/
+
+$BASE_URL = "https://www.python.org/ftp/python/"
+$GET_PIP_URL = "https://bootstrap.pypa.io/get-pip.py"
+$GET_PIP_PATH = "C:\get-pip.py"
+
+
+function DownloadPython ($python_version, $platform_suffix) {
+    $webclient = New-Object System.Net.WebClient
+    $filename = "python-" + $python_version + $platform_suffix + ".msi"
+    $url = $BASE_URL + $python_version + "/" + $filename
+
+    $basedir = $pwd.Path + "\"
+    $filepath = $basedir + $filename
+    if (Test-Path $filename) {
+        Write-Host "Reusing" $filepath
+        return $filepath
+    }
+
+    # Download and retry up to 5 times in case of network transient errors.
+    Write-Host "Downloading" $filename "from" $url
+    $retry_attempts = 3
+    for($i=0; $i -lt $retry_attempts; $i++){
+        try {
+            $webclient.DownloadFile($url, $filepath)
+            break
+        }
+        Catch [Exception]{
+            Start-Sleep 1
+        }
+   }
+   Write-Host "File saved at" $filepath
+   return $filepath
+}
+
+
+function InstallPython ($python_version, $architecture, $python_home) {
+    Write-Host "Installing Python" $python_version "for" $architecture "bit architecture to" $python_home
+    if (Test-Path $python_home) {
+        Write-Host $python_home "already exists, skipping."
+        return $false
+    }
+    if ($architecture -eq "32") {
+        $platform_suffix = ""
+    } else {
+        $platform_suffix = ".amd64"
+    }
+    $filepath = DownloadPython $python_version $platform_suffix
+    Write-Host "Installing" $filepath "to" $python_home
+    $args = "/qn /i $filepath TARGETDIR=$python_home"
+    Write-Host "msiexec.exe" $args
+    Start-Process -FilePath "msiexec.exe" -ArgumentList $args -Wait -Passthru
+    Write-Host "Python $python_version ($architecture) installation complete"
+    return $true
+}
+
+
+function InstallPip ($python_home) {
+    $pip_path = $python_home + "/Scripts/pip.exe"
+    $python_path = $python_home + "/python.exe"
+    if (-not(Test-Path $pip_path)) {
+        Write-Host "Installing pip..."
+        $webclient = New-Object System.Net.WebClient
+        $webclient.DownloadFile($GET_PIP_URL, $GET_PIP_PATH)
+        Write-Host "Executing:" $python_path $GET_PIP_PATH
+        Start-Process -FilePath "$python_path" -ArgumentList "$GET_PIP_PATH" -Wait -Passthru
+    } else {
+        Write-Host "pip already installed."
+    }
+}
+
+function InstallPackage ($python_home, $pkg) {
+    $pip_path = $python_home + "/Scripts/pip.exe"
+    & $pip_path install $pkg
+}
+
+function main () {
+    InstallPython $env:PYTHON_VERSION $env:PYTHON_ARCH $env:PYTHON
+    InstallPip $env:PYTHON
+    InstallPackage $env:PYTHON wheel
+}
+
+main
diff --git a/extra/appveyor/run_with_compiler.cmd b/extra/appveyor/run_with_compiler.cmd
new file mode 100644
index 00000000..3a472bc8
--- /dev/null
+++ b/extra/appveyor/run_with_compiler.cmd
@@ -0,0 +1,47 @@
+:: To build extensions for 64 bit Python 3, we need to configure environment
+:: variables to use the MSVC 2010 C++ compilers from GRMSDKX_EN_DVD.iso of:
+:: MS Windows SDK for Windows 7 and .NET Framework 4 (SDK v7.1)
+::
+:: To build extensions for 64 bit Python 2, we need to configure environment
+:: variables to use the MSVC 2008 C++ compilers from GRMSDKX_EN_DVD.iso of:
+:: MS Windows SDK for Windows 7 and .NET Framework 3.5 (SDK v7.0)
+::
+:: 32 bit builds do not require specific environment configurations.
+::
+:: Note: this script needs to be run with the /E:ON and /V:ON flags for the
+:: cmd interpreter, at least for (SDK v7.0)
+::
+:: More details at:
+:: https://github.com/cython/cython/wiki/64BitCythonExtensionsOnWindows
+:: http://stackoverflow.com/a/13751649/163740
+::
+:: Author: Olivier Grisel
+:: License: CC0 1.0 Universal: http://creativecommons.org/publicdomain/zero/1.0/
+@ECHO OFF
+
+SET COMMAND_TO_RUN=%*
+SET WIN_SDK_ROOT=C:\Program Files\Microsoft SDKs\Windows
+
+SET MAJOR_PYTHON_VERSION="%PYTHON_VERSION:~0,1%"
+IF %MAJOR_PYTHON_VERSION% == "2" (
+    SET WINDOWS_SDK_VERSION="v7.0"
+) ELSE IF %MAJOR_PYTHON_VERSION% == "3" (
+    SET WINDOWS_SDK_VERSION="v7.1"
+) ELSE (
+    ECHO Unsupported Python version: "%MAJOR_PYTHON_VERSION%"
+    EXIT 1
+)
+
+IF "%PYTHON_ARCH%"=="64" (
+    ECHO Configuring Windows SDK %WINDOWS_SDK_VERSION% for Python %MAJOR_PYTHON_VERSION% on a 64 bit architecture
+    SET DISTUTILS_USE_SDK=1
+    SET MSSdk=1
+    "%WIN_SDK_ROOT%\%WINDOWS_SDK_VERSION%\Setup\WindowsSdkVer.exe" -q -version:%WINDOWS_SDK_VERSION%
+    "%WIN_SDK_ROOT%\%WINDOWS_SDK_VERSION%\Bin\SetEnv.cmd" /x64 /release
+    ECHO Executing: %COMMAND_TO_RUN%
+    call %COMMAND_TO_RUN% || EXIT 1
+) ELSE (
+    ECHO Using default MSVC build environment for 32 bit architecture
+    ECHO Executing: %COMMAND_TO_RUN%
+    call %COMMAND_TO_RUN% || EXIT 1
+)