diff --git a/xpra/platform/win32/__init__.py b/xpra/platform/win32/__init__.py
index 05551e78d5..11fe819154 100644
--- a/xpra/platform/win32/__init__.py
+++ b/xpra/platform/win32/__init__.py
@@ -331,19 +331,29 @@ def setup_console_event_listener(handler, enable):
 def do_init():
     if FIX_UNICODE_OUT:
         fix_unicode_out()
+
     if not REDIRECT_OUTPUT:
         #figure out if we want to wait for input at the end:
         set_wait_for_input()
-        return
+
+    def datadir() -> str:
+        from xpra.platform.win32.paths import get_appdata_dir
+        appdatadir = get_appdata_dir(False)
+        if not os.path.exists(appdatadir):
+            os.mkdir(appdatadir)
+        return appdatadir
+
+    if FROZEN:
+        if envbool("PYTHONDONTWRITEBYTECODE", False):
+            sys.dont_write_bytecode = True
+        if not os.environ.get("PYTHONPYCACHEPREFIX"):
+            sys.pycache_prefix = os.path.join(datadir(), "pycache-%i.%i" % (sys.version_info[:2]))
+
     if envbool("XPRA_LOG_TO_FILE", True):
         log_filename = os.environ.get("XPRA_LOG_FILENAME")
         if not log_filename:
-            from xpra.platform.win32.paths import _get_data_dir
             from xpra.platform import get_prgname
-            data_dir = _get_data_dir(False)
-            if not os.path.exists(data_dir):
-                os.mkdir(data_dir)
-            log_filename = os.path.join(data_dir, (get_prgname() or "Xpra")+".log")
+            log_filename = os.path.join(datadir(), (get_prgname() or "Xpra")+".log")
         sys.stdout = open(log_filename, "a", encoding="utf8")
         sys.stderr = sys.stdout
         os.environ["XPRA_LOG_FILENAME"] = log_filename
diff --git a/xpra/platform/win32/paths.py b/xpra/platform/win32/paths.py
index 81e6c87895..aff5050afb 100644
--- a/xpra/platform/win32/paths.py
+++ b/xpra/platform/win32/paths.py
@@ -40,6 +40,10 @@ def _get_data_dir(roaming=True) -> str:
     #if not running from a binary, return current directory:
     if not getattr(sys, 'frozen', ''):
         return os.getcwd()
+    return get_appdata_dir(roaming)
+
+
+def get_appdata_dir(roaming=True) -> str:
     appdata = sh_get_folder_path(CSIDL_APPDATA if roaming else CSIDL_LOCAL_APPDATA)
     if not appdata:
         # on win32 we must send stdout to a logfile to prevent an alert box on exit shown by `py2exe`