diff --git a/setup.py b/setup.py
index c662b482..795eb67c 100644
--- a/setup.py
+++ b/setup.py
@@ -52,8 +52,20 @@ def add_mim_extention():
 
             if mode == 'symlink':
                 src_relpath = osp.relpath(src_path, osp.dirname(tar_path))
-                os.symlink(src_relpath, tar_path)
-            elif mode == 'copy':
+                try:
+                    os.symlink(src_relpath, tar_path)
+                except OSError:
+                    # Creating a symbolic link on windows may raise an
+                    # `OSError: [WinError 1314]` due to privilege. If
+                    # the error happens, the src file will be copied
+                    mode = 'copy'
+                    warnings.warn(
+                        f'Failed to create a symbolic link for {src_relpath}, '
+                        f'and it will be copied to {tar_path}')
+                else:
+                    continue
+
+            if mode == 'copy':
                 if osp.isfile(src_path):
                     shutil.copyfile(src_path, tar_path)
                 elif osp.isdir(src_path):