diff --git a/setup.py b/setup.py
index 6d3610098b8..ea5e23c1091 100755
--- a/setup.py
+++ b/setup.py
@@ -222,7 +222,11 @@ def _find_include_file(self, include):
 
 
 def _find_shared_library_file(self, library):
-    for dir_ in self.compiler.library_dirs:
+    if sys.platform == "win32":
+        dirs = (os.environ.get("PATH") or "").split(os.pathsep)
+    else:
+        dirs = self.compiler.library_dirs
+    for dir_ in dirs:
         libfile = os.path.join(
             dir_, self.compiler.library_filename(library, lib_type="shared")
         )