diff --git a/setup/installer/windows/freeze.py b/setup/installer/windows/freeze.py
index d2ee528e22..c420e867d7 100644
--- a/setup/installer/windows/freeze.py
+++ b/setup/installer/windows/freeze.py
@@ -102,7 +102,8 @@ class Win32Freeze(Command, WixMixIn):
         repl_pat = re.compile(
             r'(?is)<dependency>.*?Microsoft\.VC\d+\.CRT.*?</dependency>')
 
-        for dll in glob.glob(self.j(self.dll_dir, '*.dll')):
+        for dll in (glob.glob(self.j(self.dll_dir, '*.dll')) +
+                    glob.glob(self.j(self.plugins_dir, '*.pyd'))):
             bn = self.b(dll)
             with open(dll, 'rb') as f:
                 raw = f.read()