diff --git a/setup.py b/setup.py
index 1219aa1b..42c74e98 100644
--- a/setup.py
+++ b/setup.py
@@ -11,6 +11,11 @@ import sys
 
 from setuptools import setup, Extension
 
+if not os.getenv('SKIP_CYTHON_BUILD'):
+    print('Compiling extension modules (set SKIP_CYTHON_BUILD=1 to omit)')
+    subprocess.check_call(
+        [sys.executable, 'ptvsd/pydevd/setup_cython.py', 'build_ext', '-i'])
+
 ROOT = os.path.dirname(os.path.abspath(__file__))
 
 # Add pydevd files as data files for this package. They are not treated
diff --git a/win/build_all.ps1 b/win/build_all.ps1
index c9b8cfa5..3040cf97 100644
--- a/win/build_all.ps1
+++ b/win/build_all.ps1
@@ -11,6 +11,8 @@ if ($env:BUILD_BINARIESDIRECTORY) {
     $dist = mkdir -Force $root\dist
 }
 
+$env:SKIP_CYTHON_BUILD = "1"
+
 if (-not $pack) {
     (gci $packages\python* -Directory) | %{ gi $_\tools\python.exe } | ?{ Test-Path $_ } | %{
         Write-Host "Building with $_"