diff --git a/cibuildwheel/windows.py b/cibuildwheel/windows.py
index 0a429c6d9..2552a9612 100644
--- a/cibuildwheel/windows.py
+++ b/cibuildwheel/windows.py
@@ -97,6 +97,10 @@ def install_cpython(version: str, arch: str, nuget: Path) -> Path:
     nuget_args = get_nuget_args(version, arch)
     installation_path = Path(nuget_args[-1]) / (nuget_args[0] + "." + version) / "tools"
     call([nuget, "install", *nuget_args])
+    # "python3" is not included in the vanilla nuget package,
+    # though it can be present if modified (like on Azure).
+    if not (installation_path / "python3.exe").exists():
+        (installation_path / "python3.exe").symlink_to(installation_path / "python.exe")
     return installation_path