diff --git a/cmake/GtsamCythonWrap.cmake b/cmake/GtsamCythonWrap.cmake
index e963a0d9c..f1382729f 100644
--- a/cmake/GtsamCythonWrap.cmake
+++ b/cmake/GtsamCythonWrap.cmake
@@ -87,6 +87,15 @@ endfunction()
 #    - output_dir:   The output directory
 function(build_cythonized_cpp target cpp_file output_lib_we output_dir)
   add_library(${target} MODULE ${cpp_file})
+  
+  if(WIN32)
+    # Use .pyd extension instead of .dll on Windows
+    set_target_properties(${target} PROPERTIES SUFFIX ".pyd")
+
+    # Add full path to the Python library
+    target_link_libraries(${target} ${PYTHON_LIBRARIES})
+  endif()
+  
   if(APPLE)
     set(link_flags "-undefined dynamic_lookup")
   endif()
diff --git a/cython/CMakeLists.txt b/cython/CMakeLists.txt
index a351ec52b..4cc9d2f5d 100644
--- a/cython/CMakeLists.txt
+++ b/cython/CMakeLists.txt
@@ -7,6 +7,11 @@ if (GTSAM_INSTALL_CYTHON_TOOLBOX)
   add_subdirectory(gtsam_eigency)
   include_directories(${PROJECT_BINARY_DIR}/cython/gtsam_eigency)
 
+  # Fix for error "C1128: number of sections exceeded object file format limit"
+  if(MSVC)
+    add_compile_options(/bigobj)
+  endif()
+
   # wrap gtsam
   add_custom_target(gtsam_header DEPENDS "../gtsam.h")
   wrap_and_install_library_cython("../gtsam.h" # interface_header
diff --git a/cython/setup.py.in b/cython/setup.py.in
index aefa11241..df92b564c 100644
--- a/cython/setup.py.in
+++ b/cython/setup.py.in
@@ -35,7 +35,7 @@ setup(
 
     packages=packages,
     package_data={package:
-        [f for f in os.listdir(package.replace('.', os.path.sep)) if os.path.splitext(f)[1] in ('.so', '.dll')]
+        [f for f in os.listdir(package.replace('.', os.path.sep)) if os.path.splitext(f)[1] in ('.so', '.pyd')]
         for package in packages
     },
     install_requires=[line.strip() for line in '''