diff --git a/torchaudio/csrc/CMakeLists.txt b/torchaudio/csrc/CMakeLists.txt
index 498c460c76..fc033699b2 100644
--- a/torchaudio/csrc/CMakeLists.txt
+++ b/torchaudio/csrc/CMakeLists.txt
@@ -74,6 +74,9 @@ if (BUILD_TORCHAUDIO_PYTHON_EXTENSION)
     )
 
   set_target_properties(_torchaudio PROPERTIES PREFIX "")
+  if (MSVC)
+    set_target_properties(_torchaudio PROPERTIES SUFFIX ".pyd")
+  endif(MSVC)
 
   if (APPLE)
     # https://github.com/facebookarchive/caffe2/issues/854#issuecomment-364538485
@@ -116,5 +119,9 @@ if (BUILD_TORCHAUDIO_PYTHON_EXTENSION)
     ${ADDITIONAL_ITEMS}
     )
 
-  install(TARGETS _torchaudio LIBRARY DESTINATION ${CMAKE_INSTALL_PREFIX})
+  install(
+    TARGETS _torchaudio
+    LIBRARY DESTINATION .
+    RUNTIME DESTINATION .  # For Windows
+    )
 endif()