diff --git a/.github/workflows/python-deps.yml b/.github/workflows/python-deps-linux.yml
similarity index 96%
rename from .github/workflows/python-deps.yml
rename to .github/workflows/python-deps-linux.yml
index 75be193b3..0ec27f7e7 100644
--- a/.github/workflows/python-deps.yml
+++ b/.github/workflows/python-deps-linux.yml
@@ -1,4 +1,4 @@
-name: Test Python Package Installation
+name: Test Python Package Installation on Linux
 
 on:
   push:
diff --git a/.github/workflows/python-deps-windows.yml b/.github/workflows/python-deps-windows.yml
new file mode 100644
index 000000000..1df21a52b
--- /dev/null
+++ b/.github/workflows/python-deps-windows.yml
@@ -0,0 +1,60 @@
+name: Test Python Package Installation on Windows
+
+
+on:
+  push:
+  pull_request:
+
+jobs:
+
+  test-setup-python-scripts:
+    runs-on: windows-latest
+    strategy:
+        fail-fast: false
+        matrix:
+          include:
+            - test_dir: examples/pipenv/requests-2
+              python_version: 2
+            - test_dir: examples/pipenv/requests-3
+              python_version: 3
+
+            - test_dir: examples/poetry/requests-2
+              python_version: 2
+            - test_dir: examples/poetry/requests-3
+              python_version: 3
+
+            - test_dir: examples/requirements/requests-2
+              python_version: 2
+            - test_dir: examples/requirements/requests-3
+              python_version: 3
+
+            - test_dir: examples/setup_py/requests-2
+              python_version: 2
+            - test_dir: examples/setup_py/requests-3
+              python_version: 3
+
+    steps:
+    # Checks-out your repository under $GITHUB_WORKSPACE, so your job can access it
+    - uses: actions/checkout@v2
+
+    - name: Initialize CodeQL
+      uses: github/codeql-action/init@v1
+      with:
+        languages: python
+
+    - name: Test Auto Package Installation
+      run: |
+        $cmd = $Env:GITHUB_WORKSPACE + "\\python-setup\\install_tools.ps1"
+        powershell -File $cmd
+
+        cd $Env:GITHUB_WORKSPACE\\${{ matrix.test_dir }}
+        py -3 $Env:GITHUB_WORKSPACE\\python-setup\\auto_install_packages_windows.py C:\\hostedtoolcache\\windows\\CodeQL\\0.0.0-20200826\\x64\\codeql
+    - name: Setup for extractor
+      run: |
+        echo $Env:CODEQL_PYTHON
+
+        py -3 $Env:GITHUB_WORKSPACE\\python-setup\\tests\\from_python_exe.py $Env:CODEQL_PYTHON 
+    - name: Verify packages installed
+      run: |
+        $cmd = $Env:GITHUB_WORKSPACE + "\\python-setup\\tests\\check_requests_123.ps1"
+        powershell -File $cmd ${{ matrix.python_version }}
\ No newline at end of file
diff --git a/python-setup/auto_install_packages_windows.py b/python-setup/auto_install_packages_windows.py
new file mode 100644
index 000000000..a9252f8c6
--- /dev/null
+++ b/python-setup/auto_install_packages_windows.py
@@ -0,0 +1,150 @@
+#!/usr/bin/env python3
+
+import sys
+import os
+import subprocess
+from tempfile import mkdtemp
+
+import extractor_version
+
+
+def _check_call(command):
+    print('+ {}'.format(' '.join(command)), flush=True)
+    subprocess.check_call(command, stdin=subprocess.DEVNULL)
+
+
+def _check_output(command):
+    print('+ {}'.format(' '.join(command)), flush=True)
+    out = subprocess.check_output(command, stdin=subprocess.DEVNULL)
+    print(out, flush=True)
+    sys.stderr.flush()
+    return out
+
+
+def install_packages_with_poetry():
+    os.environ['POETRY_VIRTUALENVS_PATH'] = os.environ['RUNNER_WORKSPACE'] + '\\virtualenvs'
+    try:
+        _check_call(['poetry', 'install', '--no-root'])
+    except subprocess.CalledProcessError:
+        sys.exit('package installation with poetry failed, see error above')
+
+    # poetry is super annoying with `poetry run`, since it will put lots of output on
+    # STDOUT if the current global python interpreter is not matching the one in the
+    # virtualenv for the package, which was the case for using poetry for Python 2 when
+    # default system interpreter was Python 3 :/
+
+    poetry_out = _check_output(['poetry', 'run', 'which', 'python'])
+    python_executable_path = poetry_out.decode('utf-8').splitlines()[-1]
+
+    return python_executable_path[2:]
+
+
+def install_packages_with_pipenv():
+    os.environ['WORKON_HOME'] = os.environ['RUNNER_WORKSPACE'] + '\\virtualenvs'
+    try:
+        _check_call(['pipenv', 'install', '--keep-outdated', '--ignore-pipfile'])
+    except subprocess.CalledProcessError:
+        sys.exit('package installation with pipenv failed, see error above')
+
+    pipenv_out = _check_output(['pipenv', 'run', 'which', 'python'])
+    python_executable_path = pipenv_out.decode('utf-8').splitlines()[-1]
+
+    return python_executable_path[2:]
+
+
+def _create_venv(version: int):
+    # create temporary directory ... that just lives "forever"
+    venv_path = os.environ['RUNNER_WORKSPACE']+'/codeql-action-python-autoinstall'
+    print ("Creating venv in "+venv_path, flush = True)
+
+    # virtualenv is a bit nicer for setting up virtual environment, since it will provide
+    # up-to-date versions of pip/setuptools/wheel which basic `python3 -m venv venv` won't
+
+    if version == 2:
+        _check_call(['py', '-2', '-m', 'virtualenv', venv_path])
+    elif version == 3:
+        _check_call(['py', '-3', '-m', 'virtualenv', venv_path])
+
+    return venv_path
+
+
+def install_requirements_txt_packages(version: int):
+    venv_path = _create_venv(version)
+    venv_pip = os.path.join(venv_path, 'Scripts', 'pip')
+    venv_python = os.path.join(venv_path, 'Scripts', 'python')
+
+    try:
+        _check_call([venv_pip, 'install', '-r', 'requirements.txt'])
+    except subprocess.CalledProcessError:
+        sys.exit('package installation with `pip install -r requirements.txt` failed, see error above')
+
+    return venv_python
+
+
+def install_with_setup_py(version: int):
+    venv_path = _create_venv(version)
+    venv_pip = os.path.join(venv_path, 'Scripts', 'pip')
+    venv_python = os.path.join(venv_path, 'Scripts', 'python')
+
+    try:
+        # We have to choose between `python setup.py develop` and `pip install -e .`.
+        # Modern projects use `pip install -e .` and I wasn't able to see any downsides
+        # to doing so. However, `python setup.py develop` has some downsides -- from
+        # https://stackoverflow.com/a/19048754 :
+        # > Note that it is highly recommended to use pip install . (install) and pip
+        # > install -e . (developer install) to install packages, as invoking setup.py
+        # > directly will do the wrong things for many dependencies, such as pull
+        # > prereleases and incompatible package versions, or make the package hard to
+        # > uninstall with pip.
+
+        _check_call([venv_pip, 'install', '-e', '.'])
+    except subprocess.CalledProcessError:
+        sys.exit('package installation with `pip install -e .` failed, see error above')
+
+    return venv_python
+
+
+def install_packages() -> str:
+    if os.path.exists('poetry.lock'):
+        print('Found poetry.lock, will install packages with poetry', flush=True)
+        return install_packages_with_poetry()
+
+    if os.path.exists('Pipfile') or os.path.exists('Pipfile.lock'):
+        if os.path.exists('Pipfile.lock'):
+            print('Found Pipfile.lock, will install packages with Pipenv', flush=True)
+        else:
+            print('Found Pipfile, will install packages with Pipenv', flush=True)
+        return install_packages_with_pipenv()
+
+    version = extractor_version.get_extractor_version(sys.argv[1], quiet=False)
+
+    if os.path.exists('requirements.txt'):
+        print('Found requirements.txt, will install packages with pip', flush=True)
+        return install_requirements_txt_packages(version)
+
+    if os.path.exists('setup.py'):
+        print('Found setup.py, will install package with pip in editable mode', flush=True)
+        return install_with_setup_py(version)
+
+    print("was not able to install packages automatically", flush=True)
+
+
+if __name__ == "__main__":
+    if len(sys.argv) != 2:
+        sys.exit('Must provide base directory for codeql tool as only argument')
+
+    # The binaries for packages installed with `pip install --user` are not available on
+    # PATH by default, so we need to manually add them.
+    os.environ['PATH'] = os.path.expandvars('%APPDATA%\Python\\Python38\\scripts') + os.pathsep + os.environ['PATH']
+
+    python_executable_path = install_packages()
+
+    if python_executable_path is not None:
+        print("Setting CODEQL_PYTHON={}".format(python_executable_path))
+        print("::set-env name=CODEQL_PYTHON::{}".format(python_executable_path))
+
+# TODO:
+# - no packages
+# - poetry without version
+# - pipenv without version
+# - pipenv without lockfile
diff --git a/python-setup/install_tools.ps1 b/python-setup/install_tools.ps1
new file mode 100644
index 000000000..6f03b435b
--- /dev/null
+++ b/python-setup/install_tools.ps1
@@ -0,0 +1,13 @@
+#! /usr/bin/pwsh
+
+py -2 -m pip install --user --upgrade pip setuptools wheel
+py -3 -m pip install --user --upgrade pip setuptools wheel
+
+# virtualenv is a bit nicer for setting up virtual environment, since it will provide up-to-date versions of
+# pip/setuptools/wheel which basic `python3 -m venv venv` won't
+py -2 -m pip install --user virtualenv
+py -3 -m pip install --user virtualenv
+
+# poetry 1.0.10 has error (https://github.com/python-poetry/poetry/issues/2711)
+py -3 -m pip install --user poetry!=1.0.10
+py -3 -m pip install --user pipenv
\ No newline at end of file
diff --git a/python-setup/tests/check_requests_123.ps1 b/python-setup/tests/check_requests_123.ps1
new file mode 100644
index 000000000..5e4ef458b
--- /dev/null
+++ b/python-setup/tests/check_requests_123.ps1
@@ -0,0 +1,28 @@
+#! /usr/bin/pwsh
+
+$EXPECTED_VERSION=$args[0]
+
+$FOUND_VERSION="$Env:LGTM_PYTHON_SETUP_VERSION"
+$FOUND_PYTHONPATH="$Env:LGTM_INDEX_IMPORT_PATH"
+
+write-host "FOUND_VERSION=$FOUND_VERSION FOUND_PYTHONPATH=$FOUND_PYTHONPATH "
+
+if ($FOUND_VERSION -ne $EXPECTED_VERSION) {
+    write-host "Script told us to use Python $FOUND_VERSION, but expected $EXPECTED_VERSION"
+    exit 1
+} else {
+    write-host "Script told us to use Python $FOUND_VERSION, which was expected"
+}
+
+$env:PYTHONPATH=$FOUND_PYTHONPATH
+
+$INSTALLED_REQUESTS_VERSION = (py -3 -c "import requests; print(requests.__version__)")
+
+$EXPECTED_REQUESTS="1.2.3"
+
+if ($INSTALLED_REQUESTS_VERSION -ne $EXPECTED_REQUESTS) {
+    write-host "Using $FOUND_PYTHONPATH as PYTHONPATH, we found version $INSTALLED_REQUESTS_VERSION of requests, but expected $EXPECTED_REQUESTS"
+    exit 1
+} else {
+    write-host "Using $FOUND_PYTHONPATH as PYTHONPATH, we found version $INSTALLED_REQUESTS_VERSION of requests, which was expected"
+}
\ No newline at end of file