diff --git a/cython/setup.py.in b/cython/setup.py.in
index 0f133f781..3161c36e7 100644
--- a/cython/setup.py.in
+++ b/cython/setup.py.in
@@ -27,7 +27,7 @@ setup(
 
     packages=packages,
     package_data={package:
-        [f for f in os.listdir(package.replace('.', os.path.sep)) if os.path.splitext(f)[1] == '.so']
+        [f for f in os.listdir(package.replace('.', os.path.sep)) if os.path.splitext(f)[1] in ('.so', '.dll')]
         for package in packages
     },
     install_requires=open('${PROJECT_SOURCE_DIR}/cython/requirements.txt', 'r').read().splitlines()