diff --git a/tests/shared.py b/tests/shared.py
index 3491f16..21f0825 100644
--- a/tests/shared.py
+++ b/tests/shared.py
@@ -20,6 +20,13 @@ import peru.main
 test_resources = Path(__file__).parent.resolve() / 'resources'
 
 
+# Colons are a reserved character on Windows, so tests that cover filenames
+# with colons need to do something else.
+COLON = ':'
+if os.name == 'nt':
+    COLON = 'COLON_'
+
+
 def make_synchronous(f):
     '''This lets you turn coroutines into regular functions and call them from
     synchronous code, so for example test methods can be coroutines. It does
diff --git a/tests/test_cache.py b/tests/test_cache.py
index df12287..ff10812 100644
--- a/tests/test_cache.py
+++ b/tests/test_cache.py
@@ -3,7 +3,8 @@ import os
 import time
 
 import peru.cache
-from shared import assert_contents, create_dir, make_synchronous, PeruTest
+from shared import assert_contents, create_dir, make_synchronous, PeruTest, \
+    COLON
 
 
 class CacheTest(PeruTest):
@@ -77,19 +78,19 @@ class CacheTest(PeruTest):
         # with a leading ./
         all_content = {'foo': '',
                        'bar': '',
-                       ':baz/bing': ''}
+                       COLON + 'baz/bing': ''}
         test_dir = create_dir(all_content)
         tree = yield from self.cache.import_tree(
-            test_dir, picks=['foo', ':baz'])
+            test_dir, picks=['foo', COLON + 'baz'])
         expected_content = {'foo': '',
-                            ':baz/bing': ''}
+                            COLON + 'baz/bing': ''}
         out_dir = create_dir()
         yield from self.cache.export_tree(tree, out_dir)
         assert_contents(out_dir, expected_content)
 
         # Repeat the same test with an exclude, again with a colon.
         tree = yield from self.cache.import_tree(
-            test_dir, excludes=['foo', ':baz'])
+            test_dir, excludes=['foo', COLON + 'baz'])
         expected_content = {'bar': ''}
         out_dir = create_dir()
         yield from self.cache.export_tree(tree, out_dir)
@@ -207,17 +208,17 @@ class CacheTest(PeruTest):
         # Include a leading colon, to check that we escape pathspecs correctly
         # with a leading ./
         all_content = {'a': 'foo',
-                       ':b/c': 'bar'}
+                       COLON + 'b/c': 'bar'}
         test_dir = create_dir(all_content)
         tree = yield from self.cache.import_tree(test_dir)
         a_content = yield from self.cache.read_file(tree, 'a')
-        bc_content = yield from self.cache.read_file(tree, ':b/c')
+        bc_content = yield from self.cache.read_file(tree, COLON + 'b/c')
         self.assertEqual(b'foo', a_content)
         self.assertEqual(b'bar', bc_content)
         with self.assertRaises(FileNotFoundError):
             yield from self.cache.read_file(tree, 'nonexistent')
         with self.assertRaises(IsADirectoryError):
-            yield from self.cache.read_file(tree, ':b')
+            yield from self.cache.read_file(tree, COLON + 'b')
 
     # A helper method for several tests below below.
     @asyncio.coroutine
diff --git a/tests/test_rule.py b/tests/test_rule.py
index aee0a4e..bceec0b 100644
--- a/tests/test_rule.py
+++ b/tests/test_rule.py
@@ -4,6 +4,7 @@ from peru import cache
 from peru import rule
 
 import shared
+from shared import COLON
 
 
 class RuleTest(shared.PeruTest):
@@ -13,7 +14,7 @@ class RuleTest(shared.PeruTest):
         self.cache_dir = shared.create_dir()
         self.cache = yield from cache.Cache(self.cache_dir)
         # Include a leading colon to test that we prepend ./ to pathspecs.
-        self.content = {'a': 'foo', 'b/c': 'bar', ':d': 'baz'}
+        self.content = {'a': 'foo', 'b/c': 'bar', COLON + 'd': 'baz'}
         self.content_dir = shared.create_dir(self.content)
         self.content_tree = yield from self.cache.import_tree(self.content_dir)
         self.entries = yield from self.cache.ls_tree(
@@ -32,7 +33,7 @@ class RuleTest(shared.PeruTest):
             'b/c': 'foo',
             'x':   'foo',
             'y/c': 'bar',
-            ':d':  'baz',
+            COLON + 'd':  'baz',
         })
 
     @shared.make_synchronous
@@ -45,7 +46,7 @@ class RuleTest(shared.PeruTest):
         yield from shared.assert_tree_contents(self.cache, tree, {
             'a/c': 'bar',
             'b/a': 'foo',
-            ':d':  'baz',
+            COLON + 'd':  'baz',
         })
 
     @shared.make_synchronous
@@ -53,22 +54,22 @@ class RuleTest(shared.PeruTest):
         drop_dir = yield from rule.drop_files(
             self.cache, self.content_tree, ['b'])
         yield from shared.assert_tree_contents(
-            self.cache, drop_dir, {'a': 'foo', ':d': 'baz'})
+            self.cache, drop_dir, {'a': 'foo', COLON + 'd': 'baz'})
 
         drop_file = yield from rule.drop_files(
             self.cache, self.content_tree, ['a'])
         yield from shared.assert_tree_contents(
-            self.cache, drop_file, {'b/c': 'bar', ':d': 'baz'})
+            self.cache, drop_file, {'b/c': 'bar', COLON + 'd': 'baz'})
 
         drop_colon = yield from rule.drop_files(
-            self.cache, self.content_tree, [':d'])
+            self.cache, self.content_tree, [COLON + 'd'])
         yield from shared.assert_tree_contents(
             self.cache, drop_colon, {'a': 'foo', 'b/c': 'bar'})
 
         globs = yield from rule.drop_files(
             self.cache, self.content_tree, ['**/c', '**/a'])
         yield from shared.assert_tree_contents(
-            self.cache, globs, {':d': 'baz'})
+            self.cache, globs, {COLON + 'd': 'baz'})
 
     @shared.make_synchronous
     def test_pick(self):
@@ -83,9 +84,9 @@ class RuleTest(shared.PeruTest):
             self.cache, pick_file, {'a': 'foo'})
 
         pick_colon = yield from rule.pick_files(
-            self.cache, self.content_tree, [':d'])
+            self.cache, self.content_tree, [COLON + 'd'])
         yield from shared.assert_tree_contents(
-            self.cache, pick_colon, {':d': 'baz'})
+            self.cache, pick_colon, {COLON + 'd': 'baz'})
 
         globs = yield from rule.pick_files(
             self.cache, self.content_tree, ['**/c', '**/a'])