diff --git a/examples/CMakeLists.txt b/examples/CMakeLists.txt
index c9f8f8a0937d1..607bb6777052b 100644
--- a/examples/CMakeLists.txt
+++ b/examples/CMakeLists.txt
@@ -10,6 +10,13 @@ function(add_example name)
   )
   set(test_name ${name}_example)
   add_test(NAME ${test_name} COMMAND ${target_name})
+  if(BUILD_SHARED_LIBS AND MSVC)
+    # The DLL must reside either in the same folder where the executable is
+    # or somewhere in PATH. Using the latter option.
+    set_tests_properties(${test_name} PROPERTIES
+      ENVIRONMENT "PATH=$<TARGET_FILE_DIR:secp256k1>;$ENV{PATH}"
+    )
+  endif()
 endfunction()
 
 add_example(ecdsa)