diff --git a/.all-contributorsrc b/.all-contributorsrc
index 4794a811..9dff2cd4 100644
--- a/.all-contributorsrc
+++ b/.all-contributorsrc
@@ -65,7 +65,8 @@
       "profile": "https://github.com/ericpre",
       "contributions": [
         "code",
-        "maintenance"
+        "maintenance",
+        "bug"
       ]
     },
     {
diff --git a/CHANGELOG.rst b/CHANGELOG.rst
index 1b05e2b9..7614891b 100644
--- a/CHANGELOG.rst
+++ b/CHANGELOG.rst
@@ -63,6 +63,8 @@ Fixed
 - Conversion from EDAX TSL projection center (PC) convention for (PCy, PCz) for
   rectangular detectors is corrected.
   (`#652 <https://github.com/pyxem/kikuchipy/pull/652>`_)
+- Downloading files in the ``data`` module to the local cache on Windows.
+  (`#655 <https://github.com/pyxem/kikuchipy/pull/655>`_)
 
 0.8.7 (2023-07-24)
 ==================
diff --git a/README.md b/README.md
index abfa1aff..58102741 100644
--- a/README.md
+++ b/README.md
@@ -62,7 +62,7 @@ Thanks go to these wonderful people ([emoji key](https://allcontributors.org/doc
     <tr>
       <td align="center" valign="top" width="14.28%"><a href="https://github.com/AndreasBugten"><img src="https://avatars.githubusercontent.com/u/106192446?v=4?s=100" width="100px;" alt="AndreasBugten"/><br /><sub><b>AndreasBugten</b></sub></a><br /><a href="https://github.com/pyxem/kikuchipy/commits?author=AndreasBugten" title="Documentation">📖</a></td>
       <td align="center" valign="top" width="14.28%"><a href="https://github.com/CSSFrancis"><img src="https://avatars.githubusercontent.com/u/41125831?v=4?s=100" width="100px;" alt="Carter Francis"/><br /><sub><b>Carter Francis</b></sub></a><br /><a href="https://github.com/pyxem/kikuchipy/commits?author=CSSFrancis" title="Documentation">📖</a></td>
-      <td align="center" valign="top" width="14.28%"><a href="https://github.com/ericpre"><img src="https://avatars.githubusercontent.com/u/11851990?v=4?s=100" width="100px;" alt="Eric Prestat"/><br /><sub><b>Eric Prestat</b></sub></a><br /><a href="https://github.com/pyxem/kikuchipy/commits?author=ericpre" title="Code">💻</a> <a href="#maintenance-ericpre" title="Maintenance">🚧</a></td>
+      <td align="center" valign="top" width="14.28%"><a href="https://github.com/ericpre"><img src="https://avatars.githubusercontent.com/u/11851990?v=4?s=100" width="100px;" alt="Eric Prestat"/><br /><sub><b>Eric Prestat</b></sub></a><br /><a href="https://github.com/pyxem/kikuchipy/commits?author=ericpre" title="Code">💻</a> <a href="#maintenance-ericpre" title="Maintenance">🚧</a> <a href="https://github.com/pyxem/kikuchipy/issues?q=author%3Aericpre" title="Bug reports">🐛</a></td>
       <td align="center" valign="top" width="14.28%"><a href="https://www.ntnu.edu/employees/hakon.w.anes"><img src="https://avatars.githubusercontent.com/u/12139781?v=4?s=100" width="100px;" alt="Håkon Wiik Ånes"/><br /><sub><b>Håkon Wiik Ånes</b></sub></a><br /></td>
       <td align="center" valign="top" width="14.28%"><a href="https://github.com/friedkitteh"><img src="https://avatars.githubusercontent.com/u/11888052?v=4?s=100" width="100px;" alt="Lars Lervik"/><br /><sub><b>Lars Lervik</b></sub></a><br /><a href="https://github.com/pyxem/kikuchipy/issues?q=author%3Afriedkitteh" title="Bug reports">🐛</a> <a href="https://github.com/pyxem/kikuchipy/commits?author=friedkitteh" title="Code">💻</a> <a href="https://github.com/pyxem/kikuchipy/commits?author=friedkitteh" title="Documentation">📖</a> <a href="#question-friedkitteh" title="Answering Questions">💬</a> <a href="https://github.com/pyxem/kikuchipy/pulls?q=is%3Apr+reviewed-by%3Afriedkitteh" title="Reviewed Pull Requests">👀</a> <a href="https://github.com/pyxem/kikuchipy/commits?author=friedkitteh" title="Tests">⚠️</a></td>
       <td align="center" valign="top" width="14.28%"><a href="https://www.ntnu.edu/employees/magnus.nord"><img src="https://avatars.githubusercontent.com/u/1690979?v=4?s=100" width="100px;" alt="Magnus Nord"/><br /><sub><b>Magnus Nord</b></sub></a><br /><a href="https://github.com/pyxem/kikuchipy/commits?author=magnunor" title="Documentation">📖</a></td>
diff --git a/kikuchipy/data/_data.py b/kikuchipy/data/_data.py
index ab11197d..d19f18c6 100644
--- a/kikuchipy/data/_data.py
+++ b/kikuchipy/data/_data.py
@@ -769,12 +769,12 @@ def fetch_file_path_from_collection(
         self, downloader: pooch.HTTPDownloader
     ) -> file_path:  # pragma: no cover
         file_paths = marshall.fetch(
-            os.path.join("data", self.collection_name),
+            "data/" + self.collection_name,
             downloader=downloader,
             processor=pooch.Unzip(extract_dir=self.file_directory),
         )
 
-        os.remove(os.path.join(marshall.path, "data", self.collection_name))
+        os.remove(Path(marshall.path) / "data" / self.collection_name)
 
         # Ensure the file is in the collection
         desired_name = self.file_relpath.name