diff --git a/setup.py b/setup.py
index dd4335927..7dea01c92 100755
--- a/setup.py
+++ b/setup.py
@@ -1,6 +1,7 @@
 # Copyright (c) OpenMMLab. All rights reserved.
 import os
 import os.path as osp
+import platform
 import shutil
 import sys
 import warnings
@@ -109,10 +110,16 @@ def add_mim_extension():
     # parse installment mode
     if 'develop' in sys.argv:
         # installed by `pip install -e .`
-        mode = 'symlink'
-    elif 'sdist' in sys.argv or 'bdist_wheel' in sys.argv:
+        if platform.system() == 'Windows':
+            # set `copy` mode here since symlink fails on Windows.
+            mode = 'copy'
+        else:
+            mode = 'symlink'
+    elif 'sdist' in sys.argv or 'bdist_wheel' in sys.argv or \
+            platform.system() == 'Windows':
         # installed by `pip install .`
         # or create source distribution by `python setup.py sdist`
+        # set `copy` mode here since symlink fails with WinError on Windows.
         mode = 'copy'
     else:
         return