diff --git a/.gitignore b/.gitignore
index eb39fc4fc..e382eba34 100644
--- a/.gitignore
+++ b/.gitignore
@@ -24,6 +24,9 @@ examples/nlm
 #data
 rnnlm/ptb-mikolov/
 
+# Python temporary files
+*.pyc
+
 # Compiled Object files
 *.slo
 *.lo
diff --git a/CMakeLists.txt b/CMakeLists.txt
index 79a4d54b3..6ea603853 100644
--- a/CMakeLists.txt
+++ b/CMakeLists.txt
@@ -41,6 +41,7 @@ function(find_mkl)
     endif()
     include_directories(${MKL_INCLUDE_DIR})
     link_directories(${MKL_CORE_LIB_DIR} ${MKL_COMPILER_LIB_DIR})
+    set(MKL_LINK_DIRS ${MKL_CORE_LIB_DIR} ${MKL_COMPILER_LIB_DIR} PARENT_SCOPE) # Keeping this for python build
   else()
     message(FATAL_ERROR "Failed to find MKL in path: ${MKL_ROOT} (Did you set MKL_ROOT properly?)")
   endif()
diff --git a/doc/source/python.rst b/doc/source/python.rst
index f8caee3a4..5a1940bb9 100644
--- a/doc/source/python.rst
+++ b/doc/source/python.rst
@@ -151,6 +151,25 @@ installation is likely to be working:
     from dynet import *
     model = Model()
 
+Windows Support
+------------------
+You can also use Python on Windows by following similar steps to the above. For simplicity, we recommend 
+using a Python distribution that already has Cython installed. The following has been tested to work:
+
+1) Install WinPython 2.7.10 (comes with Cython already installed).
+2) Run CMake as above with ``-DPYTHON=/path/to/your/python.exe``.
+3) Open a command prompt and set ``VS90COMNTOOLS`` to the path to your Visual Studio "Common7/Tools" directory. One easy way to do this is a command such as:
+
+::
+
+    set VS90COMNTOOLS=%VS140COMNTOOLS%
+
+4) Open dynet.sln from this command prompt and build the "Release" version of the solution.
+5) Follow the rest of the instructions above for testing the build and installing it for other users
+
+Note, currently only the Release version works.
+
+
 GPU/MKL Support
 ---------------
 
diff --git a/pyexamples/util.pyc b/pyexamples/util.pyc
deleted file mode 100644
index 450ea3918..000000000
Binary files a/pyexamples/util.pyc and /dev/null differ
diff --git a/python/CMakeLists.txt b/python/CMakeLists.txt
index 27c18e663..e37fc1e2c 100644
--- a/python/CMakeLists.txt
+++ b/python/CMakeLists.txt
@@ -1,4 +1,12 @@
 
+function(get_filename_components DEST ITEMS PART)
+  foreach(ITEM ${ITEMS})
+    get_filename_component(ITEMPART "${ITEM}" ${PART})
+    list(APPEND ${DEST} ${ITEMPART})
+  endforeach()
+  list(REMOVE_DUPLICATES ${DEST})
+  set(${DEST} ${${DEST}} PARENT_SCOPE)
+endfunction()
 
 if(!PYTHON)
   find_program(PYTHON "python")
@@ -14,8 +22,12 @@ if(PYTHON)
   )
 
 if (WITH_CUDA_BACKEND)
-  message("--- CUDA:" ${CUDA_CUBLAS_LIBRARIES})
-  get_filename_component(CUDA_CUBLAS_LIB ${CUDA_CUBLAS_LIBRARIES} PATH)
+  message("--- CUDA: CUBLAS: ${CUDA_CUBLAS_LIBRARIES} RT: ${CUDA_LIBRARIES}")
+  # Collect all of the library filenames and paths for setup.py
+  get_filename_components(CUDA_CUBLAS_DIRS "${CUDA_CUBLAS_LIBRARIES}" PATH)
+  get_filename_components(CUDA_CUBLAS_FILES "${CUDA_CUBLAS_LIBRARIES}" NAME)
+  get_filename_components(CUDA_RT_DIRS "${CUDA_LIBRARIES}" PATH)
+  get_filename_components(CUDA_RT_FILES "${CUDA_LIBRARIES}" NAME)
 endif()
 
   add_custom_target(copy)
diff --git a/python/setup.py.in b/python/setup.py.in
index f0abc3656..ece1b50d3 100644
--- a/python/setup.py.in
+++ b/python/setup.py.in
@@ -1,7 +1,25 @@
 from setuptools import setup
 from setuptools.extension import Extension
 from Cython.Distutils import build_ext
+import re
 
+def appendCMakeList(list, var): 
+    if var != "": 
+        list.extend(var.split(';'))
+
+def appendCMakeLibList(list, var):
+    if var != "":
+        list.extend(map(stripLib, var.split(';')))
+
+# Strip library prefixes and suffixes to prevent linker confusion
+def stripLib(filename):
+    if filename.endswith(".lib"):
+        filename = re.sub(".lib$", "", filename)
+    elif filename.endswith(".so") or filename.endswith(".a"):
+        filename = re.sub("^lib", "", filename)
+        filename = re.sub(".so$", "", filename)
+        filename = re.sub(".a$", "", filename)
+    return filename
 
 # Remove the "-Wstrict-prototypes" compiler option, which isn't valid for C++.
 import distutils.sysconfig
@@ -9,7 +27,36 @@ cfg_vars = distutils.sysconfig.get_config_vars()
 if "CFLAGS" in cfg_vars:
        cfg_vars["CFLAGS"] = cfg_vars["CFLAGS"].replace("-Wstrict-prototypes", "")
 
-COMPILER_ARGS=["-std=c++11"]
+
+LIBRARIES=['dynet']
+LIBRARY_DIRS=["."]
+GPULIBRARIES=['gdynet', 'dynetcuda']
+GPULIBRARY_DIRS=[]
+
+appendCMakeLibList(GPULIBRARIES, '${CUDA_CUBLAS_FILES}')
+appendCMakeList(GPULIBRARY_DIRS, '${CUDA_CUBLAS_DIRS}')
+
+if "${MSVC}"=="1":
+    COMPILER_ARGS=["-DNOMINMAX", "/EHsc"]
+    DYNET_LIB_DIR="${PROJECT_BINARY_DIR}/dynet/Release/"
+    RUNTIME_LIB_DIRS=[]
+    # For MSVC, we compile dynet as a static lib, so we need to also link in the
+    # other libraries it depends on:
+    appendCMakeLibList(LIBRARIES, '${LIBS}') 
+    appendCMakeLibList(GPULIBRARIES, '${LIBS}') 
+    appendCMakeList(LIBRARY_DIRS, '${MKL_LINK_DIRS}')    # Add the MKL dirs, if MKL is being used
+    appendCMakeLibList(GPULIBRARIES, '${CUDA_RT_FILES}')  
+    appendCMakeList(GPULIBRARY_DIRS, '${CUDA_RT_DIRS}')  
+    # Boost does auto-linking in MSVC, just point to the right directory:
+    appendCMakeList(LIBRARY_DIRS, '${Boost_LIBRARY_DIRS}')
+else:
+    COMPILER_ARGS=["-std=c++11"]
+    DYNET_LIB_DIR="${PROJECT_BINARY_DIR}/dynet/"
+    RUNTIME_LIB_DIRS=[DYNET_LIB_DIR]
+
+LIBRARY_DIRS.append(DYNET_LIB_DIR)
+GPULIBRARY_DIRS = LIBRARY_DIRS + GPULIBRARY_DIRS
+
 import platform
 
 # in some OSX systems, the following extra flags are needed:
@@ -24,11 +71,11 @@ ext_cpu = Extension(
         include_dirs=["${PROJECT_SOURCE_DIR}", # this is the location of the main dynet directory.
                       "${EIGEN3_INCLUDE_DIR}", # this is the directory where eigen is saved.
                       "${Boost_INCLUDE_DIR}"], # this is the directory where boost is.
-        libraries=['dynet'],             # ditto
-        library_dirs=[".","${PROJECT_BINARY_DIR}/dynet/"],
+        libraries=LIBRARIES,             # ditto
+        library_dirs=LIBRARY_DIRS,
         #extra_link_args=["-L/home/yogo/Vork/Research/dynet/dynet/build/dynet"],       # if needed
         extra_compile_args=COMPILER_ARGS,
-        runtime_library_dirs=["${PROJECT_BINARY_DIR}/dynet/"],
+        runtime_library_dirs=RUNTIME_LIB_DIRS,
         )
 
 ext_gpu = Extension(
@@ -38,11 +85,11 @@ ext_gpu = Extension(
         include_dirs=["${PROJECT_SOURCE_DIR}", # this is the location of the main dynet directory.
                       "${EIGEN3_INCLUDE_DIR}", # this is the directory where eigen is saved.
                       "${Boost_INCLUDE_DIR}"], # this is the directory where boost is.
-        libraries=['gdynet','dynetcuda','cublas'],             # ditto
-        library_dirs=[".","${PROJECT_BINARY_DIR}/dynet/","${CUDA_CUBLAS_LIB}"],
+        libraries=GPULIBRARIES,             # ditto
+        library_dirs=GPULIBRARY_DIRS,
         #extra_link_args=["-L/home/yogo/Vork/Research/dynet/dynet/build/dynet"],       # if needed
         extra_compile_args=COMPILER_ARGS,
-        runtime_library_dirs=["${PROJECT_BINARY_DIR}/dynet/"],
+        runtime_library_dirs=RUNTIME_LIB_DIRS,
         )
 
 TARGET = [ext_cpu]