diff --git a/appveyor.yml b/appveyor.yml
index 42c0ae34c21..ad8b4de11dd 100644
--- a/appveyor.yml
+++ b/appveyor.yml
@@ -19,17 +19,22 @@
 os: Visual Studio 2015
 
 only_commits:
-  # Skip commits not related to Python or C++
+  # Skip commits not related to Python, C++ or Rust
   files:
     - appveyor.yml
     - ci/
     - cpp/
     - python/
+    - rust/
 
 cache:
   - C:\Users\Appveyor\clcache
+  - C:\Users\Appveyor\.cargo\registry
 
 environment:
+  global:
+    USE_CLCACHE: true
+
   matrix:
     # NOTE: clcache seems to work best with Ninja and worst with msbuild
     # (as generated by cmake)
@@ -64,28 +69,27 @@ environment:
       PYTHON: "3.6"
       ARCH: "64"
       CONFIGURATION: "Release"
+      BUILD_SCRIPT: "CMake_Build_Script"
     - JOB: "Build"
       GENERATOR: NMake Makefiles
       PYTHON: "3.6"
       ARCH: "64"
       CONFIGURATION: "Release"
+    - JOB: "Rust_Stable"
+      RUST_VERSION: stable
+      TARGET: x86_64-pc-windows-msvc
+      USE_CLCACHE: false
 
   MSVC_DEFAULT_OPTIONS: ON
   BOOST_ROOT: C:\Libraries\boost_1_63_0
   BOOST_LIBRARYDIR: C:\Libraries\boost_1_63_0\lib64-msvc-14.0
   APPVEYOR_SAVE_CACHE_ON_ERROR: true
-  USE_CLCACHE: true
 
 install:
-  - set MINICONDA=C:\Miniconda36-x64
-  - set PATH=%MINICONDA%;%MINICONDA%/Scripts;%MINICONDA%/Library/bin;%PATH%
-  - call ci\appveyor-setup.bat
+  - call ci\appveyor-install.bat
 
 build_script:
-  - git config core.symlinks true
-  - git reset --hard
-  - if "%JOB%"=="Cmake_Script_Tests" call ci\test-cmake-build-script.bat
-  - if NOT "%JOB%"=="Cmake_Script_Tests" call ci\msvc-build.bat
+  - call ci\appveyor-build.bat
 
 # Disable test discovery
 test: off
diff --git a/ci/appveyor-build.bat b/ci/appveyor-build.bat
new file mode 100644
index 00000000000..4d6f04791cc
--- /dev/null
+++ b/ci/appveyor-build.bat
@@ -0,0 +1,34 @@
+@rem Licensed to the Apache Software Foundation (ASF) under one
+@rem or more contributor license agreements.  See the NOTICE file
+@rem distributed with this work for additional information
+@rem regarding copyright ownership.  The ASF licenses this file
+@rem to you under the Apache License, Version 2.0 (the
+@rem "License"); you may not use this file except in compliance
+@rem with the License.  You may obtain a copy of the License at
+@rem
+@rem   http://www.apache.org/licenses/LICENSE-2.0
+@rem
+@rem Unless required by applicable law or agreed to in writing,
+@rem software distributed under the License is distributed on an
+@rem "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
+@rem KIND, either express or implied.  See the License for the
+@rem specific language governing permissions and limitations
+@rem under the License.
+
+@echo on
+
+if "%JOB%" == "Rust_Stable" (
+    cd rust
+    cargo build --target %TARGET% || exit /B
+    cargo build --target %TARGET% --release || exit /B
+    cargo test --target %TARGET% || exit /B
+    cargo test --target %TARGET% --release || exit /B
+) else (
+    git config core.symlinks true
+    git reset --hard
+    if "%JOB%"=="Cmake_Script_Tests" (
+        call ci\test-cmake-build-script.bat
+    ) else (
+        call ci\cpp-python-msvc-build.bat
+    )
+)
diff --git a/ci/appveyor-install.bat b/ci/appveyor-install.bat
new file mode 100644
index 00000000000..6bfc62540d3
--- /dev/null
+++ b/ci/appveyor-install.bat
@@ -0,0 +1,29 @@
+@rem Licensed to the Apache Software Foundation (ASF) under one
+@rem or more contributor license agreements.  See the NOTICE file
+@rem distributed with this work for additional information
+@rem regarding copyright ownership.  The ASF licenses this file
+@rem to you under the Apache License, Version 2.0 (the
+@rem "License"); you may not use this file except in compliance
+@rem with the License.  You may obtain a copy of the License at
+@rem
+@rem   http://www.apache.org/licenses/LICENSE-2.0
+@rem
+@rem Unless required by applicable law or agreed to in writing,
+@rem software distributed under the License is distributed on an
+@rem "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
+@rem KIND, either express or implied.  See the License for the
+@rem specific language governing permissions and limitations
+@rem under the License.
+
+@echo on
+
+if "%JOB%" == "Rust_Stable" (
+    curl -sSf -o rustup-init.exe https://win.rustup.rs/
+    rustup-init.exe -y --default-host %TARGET% --default-toolchain %RUST_VERSION%
+    set "PATH=%PATH%;C:\Users\Appveyor\.cargo\bin"
+    rustc -Vv
+    cargo -V
+) else (
+    set "PATH=C:\Miniconda36-x64;C:\Miniconda36-x64\Scripts;C:\Miniconda36-x64\Library\bin;%PATH%"
+    call ci\appveyor-setup.bat
+)
diff --git a/ci/msvc-build.bat b/ci/cpp-python-msvc-build.bat
similarity index 100%
rename from ci/msvc-build.bat
rename to ci/cpp-python-msvc-build.bat
diff --git a/cpp/apidoc/Windows.md b/cpp/apidoc/Windows.md
index 965369521dd..07c36349154 100644
--- a/cpp/apidoc/Windows.md
+++ b/cpp/apidoc/Windows.md
@@ -231,11 +231,11 @@ cmake -G "Visual Studio 14 2015 Win64" ^
 cmake --build . --config Debug
 ```
 
-To get the latest build instructions, you can reference [msvc-build.bat][5], which is used by automated Appveyor builds.
+To get the latest build instructions, you can reference [cpp-python-msvc-build.bat][5], which is used by automated Appveyor builds.
 
 
 [1]: https://conda.io/miniconda.html
 [2]: https://conda-forge.github.io/
 [3]: http://cmder.net/
 [4]: https://cmake.org/
-[5]: https://github.com/apache/arrow/blob/master/ci/msvc-build.bat
+[5]: https://github.com/apache/arrow/blob/master/ci/cpp-python-msvc-build.bat