diff --git a/.appveyor.yml b/.appveyor.yml
index b5978979c..5415b8f4a 100644
--- a/.appveyor.yml
+++ b/.appveyor.yml
@@ -36,7 +36,8 @@ install:
   # Prepend newly installed Python to the PATH of this build (this cannot be
   # done from inside the powershell script as it would require to restart
   # the parent CMD process).
-  - "SET PATH=%CD%;%PYTHON%;%PYTHON%\\Scripts;%PATH%"
+  - "SET PATH=%PYTHON%;%PYTHON%\\Scripts;%PATH%"
+  - "SET PYTHONPATH=%CD%;%PYTHONPATH%"
 
   # Check that we have the expected version and architecture for Python
   - "python --version"