diff --git a/patched_bdist_wheel.py b/patched_bdist_wheel.py
new file mode 100644
index 000000000000..63fc3ec22d16
--- /dev/null
+++ b/patched_bdist_wheel.py
@@ -0,0 +1,103 @@
+"""
+Workaround until https://bitbucket.org/pypa/wheel/issues/91/cannot-create-a-file-when-that-file
+is fixed...
+
+Only one small patch in the os.name == nt case:
+-            basedir_observed = os.path.join(self.data_dir, '..')
++            basedir_observed = os.path.join(self.data_dir, '..', '.')
+"""
+
+from wheel.bdist_wheel import bdist_wheel
+from distutils.sysconfig import get_python_version
+from distutils import log as logger
+from wheel.archive import archive_wheelfile
+import subprocess
+import os
+from shutil import rmtree
+
+class patched_bdist_wheel(bdist_wheel):
+
+    def run(self):
+        build_scripts = self.reinitialize_command('build_scripts')
+        build_scripts.executable = 'python'
+
+        if not self.skip_build:
+            self.run_command('build')
+
+        install = self.reinitialize_command('install',
+                                            reinit_subcommands=True)
+        install.root = self.bdist_dir
+        install.compile = False
+        install.skip_build = self.skip_build
+        install.warn_dir = False
+
+        # A wheel without setuptools scripts is more cross-platform.
+        # Use the (undocumented) `no_ep` option to setuptools'
+        # install_scripts command to avoid creating entry point scripts.
+        install_scripts = self.reinitialize_command('install_scripts')
+        install_scripts.no_ep = True
+
+        # Use a custom scheme for the archive, because we have to decide
+        # at installation time which scheme to use.
+        for key in ('headers', 'scripts', 'data', 'purelib', 'platlib'):
+            setattr(install,
+                    'install_' + key,
+                    os.path.join(self.data_dir, key))
+
+        basedir_observed = ''
+
+        if os.name == 'nt':
+            # win32 barfs if any of these are ''; could be '.'?
+            # (distutils.command.install:change_roots bug)
+            # PATCHED...
+            basedir_observed = os.path.join(self.data_dir, '..', '.')
+            self.install_libbase = self.install_lib = basedir_observed
+
+        setattr(install,
+                'install_purelib' if self.root_is_pure else 'install_platlib',
+                basedir_observed)
+
+        logger.info("installing to %s", self.bdist_dir)
+
+        self.run_command('install')
+
+        archive_basename = self.get_archive_basename()
+
+        pseudoinstall_root = os.path.join(self.dist_dir, archive_basename)
+        if not self.relative:
+            archive_root = self.bdist_dir
+        else:
+            archive_root = os.path.join(
+                self.bdist_dir,
+                self._ensure_relative(install.install_base))
+
+        self.set_undefined_options(
+            'install_egg_info', ('target', 'egginfo_dir'))
+        self.distinfo_dir = os.path.join(self.bdist_dir,
+                                         '%s.dist-info' % self.wheel_dist_name)
+        self.egg2dist(self.egginfo_dir,
+                      self.distinfo_dir)
+
+        self.write_wheelfile(self.distinfo_dir)
+
+        self.write_record(self.bdist_dir, self.distinfo_dir)
+
+        # Make the archive
+        if not os.path.exists(self.dist_dir):
+            os.makedirs(self.dist_dir)
+        wheel_name = archive_wheelfile(pseudoinstall_root, archive_root)
+
+        # Sign the archive
+        if 'WHEEL_TOOL' in os.environ:
+            subprocess.call([os.environ['WHEEL_TOOL'], 'sign', wheel_name])
+
+        # Add to 'Distribution.dist_files' so that the "upload" command works
+        getattr(self.distribution, 'dist_files', []).append(
+            ('bdist_wheel', get_python_version(), wheel_name))
+
+        if not self.keep_temp:
+            if self.dry_run:
+                logger.info('removing %s', self.bdist_dir)
+            else:
+                rmtree(self.bdist_dir)
+
diff --git a/setup.py b/setup.py
index 3e1393e8a6d3..e262db3fbb3a 100644
--- a/setup.py
+++ b/setup.py
@@ -253,6 +253,18 @@ def run(self):
 cmdclass['test'] = NoseTestCommand
 cmdclass['build_ext'] = BuildExtraLibraries
 
+# patch bdist_wheel for a bug on windows
+# https://bitbucket.org/pypa/wheel/issues/91/cannot-create-a-file-when-that-file
+if os.name == 'nt':
+    try:
+        from wheel.bdist_wheel import bdist_wheel
+    except ImportError:
+        # No wheel installed, so we also can't run that command...
+        pass
+    else:
+        # patched_bdist_wheel has a run() method, which works on windows
+        from patched_bdist_wheel import patched_bdist_wheel
+        cmdclass['bdist_wheel'] = patched_bdist_wheel
 
 # One doesn't normally see `if __name__ == '__main__'` blocks in a setup.py,
 # however, this is needed on Windows to avoid creating infinite subprocesses