diff --git a/Cargo.toml b/Cargo.toml
index 7cc0f413efc..d6727aa4620 100644
--- a/Cargo.toml
+++ b/Cargo.toml
@@ -78,6 +78,9 @@ abi3-py38 = ["abi3-py39", "pyo3-build-config/abi3-py38", "pyo3-ffi/abi3-py38"]
 abi3-py39 = ["abi3-py310", "pyo3-build-config/abi3-py39", "pyo3-ffi/abi3-py39"]
 abi3-py310 = ["abi3", "pyo3-build-config/abi3-py310", "pyo3-ffi/abi3-py310"]
 
+# Generates `python3.dll` import libraries automatically.
+auto-abi3-import-lib = ["pyo3-build-config/python3-dll-a"]
+
 # Changes `Python::with_gil` and `Python::acquire_gil` to automatically initialize the
 # Python interpreter if needed.
 auto-initialize = []
diff --git a/pyo3-build-config/Cargo.toml b/pyo3-build-config/Cargo.toml
index 16d189622cb..86ffa36e101 100644
--- a/pyo3-build-config/Cargo.toml
+++ b/pyo3-build-config/Cargo.toml
@@ -12,9 +12,11 @@ edition = "2018"
 
 [dependencies]
 once_cell = "1"
+python3-dll-a = { version = "0.2", optional = true }
 target-lexicon = "0.12"
 
 [build-dependencies]
+python3-dll-a = { version = "0.2", optional = true }
 target-lexicon = "0.12"
 
 [features]
diff --git a/pyo3-build-config/src/impl_.rs b/pyo3-build-config/src/impl_.rs
index afcb6494c13..6d31bcc365c 100644
--- a/pyo3-build-config/src/impl_.rs
+++ b/pyo3-build-config/src/impl_.rs
@@ -1,3 +1,6 @@
+#[path = "util.rs"]
+mod util;
+
 use std::{
     collections::{HashMap, HashSet},
     convert::AsRef,
@@ -22,6 +25,8 @@ use crate::{
     warn,
 };
 
+use self::util::generate_abi3_import_lib;
+
 /// Minimum Python version PyO3 supports.
 const MINIMUM_SUPPORTED_VERSION: PythonVersion = PythonVersion { major: 3, minor: 7 };
 
@@ -1381,7 +1386,12 @@ fn default_cross_compile(cross_compile_config: &CrossCompileConfig) -> Result<In
         None
     };
 
-    let lib_dir = cross_compile_config.lib_dir_string();
+    let mut lib_dir = cross_compile_config.lib_dir_string();
+
+    // Auto generate python3.dll import libraries for Windows targets.
+    if abi3 && lib_dir.is_none() {
+        lib_dir = generate_abi3_import_lib(&cross_compile_config.target)?;
+    }
 
     Ok(InterpreterConfig {
         implementation,
@@ -1651,7 +1661,12 @@ pub fn make_interpreter_config() -> Result<InterpreterConfig> {
         Ok(interpreter_config)
     } else if let Some(version) = abi3_version {
         let host = Triple::host();
-        Ok(default_abi3_config(&host, version))
+        let mut interpreter_config = default_abi3_config(&host, version);
+
+        // Auto generate python3.dll import libraries for Windows targets.
+        interpreter_config.lib_dir = generate_abi3_import_lib(&host)?;
+
+        Ok(interpreter_config)
     } else {
         bail!("An abi3-py3* feature must be specified when compiling without a Python interpreter.")
     }
diff --git a/pyo3-build-config/src/util.rs b/pyo3-build-config/src/util.rs
new file mode 100644
index 00000000000..c375e0cc5d1
--- /dev/null
+++ b/pyo3-build-config/src/util.rs
@@ -0,0 +1,59 @@
+//! Additional functionality enabled by crate features
+
+#![allow(clippy::unnecessary_wraps)]
+
+use super::Triple;
+use crate::errors::Result;
+
+/// Generates `python3.dll` import library for Windows targets.
+///
+/// Places the import library into the build script output directory
+/// and returns the full library directory path.
+///
+/// Does nothing if the target OS is not Windows.
+#[cfg(feature = "python3-dll-a")]
+pub(super) fn generate_abi3_import_lib(target: &Triple) -> Result<Option<String>> {
+    use super::{Architecture, OperatingSystem};
+    use crate::errors::Context;
+
+    if target.operating_system != OperatingSystem::Windows {
+        return Ok(None);
+    }
+
+    let out_dir = std::env::var_os("OUT_DIR")
+        .expect("generate_abi3_import_lib() must be called from a build script");
+
+    // Put the import library into the build script output directory.
+    let mut out_lib_dir = std::path::PathBuf::from(out_dir);
+    out_lib_dir.push("lib");
+
+    // Convert `Architecture` to rustc `target_arch` format.
+    let arch = match target.architecture {
+        // i686, i586, etc.
+        Architecture::X86_32(_) => "x86".to_string(),
+        other => other.to_string(),
+    };
+
+    let env = target.environment.to_string();
+
+    python3_dll_a::generate_implib_for_target(&out_lib_dir, &arch, &env)
+        .context("failed to generate python3.dll import library")?;
+
+    let out_lib_dir_string = out_lib_dir
+        .to_str()
+        .ok_or("build directory is not a valid UTF-8 string")?
+        .to_owned();
+
+    Ok(Some(out_lib_dir_string))
+}
+
+/// Generates `python3.dll` import library for Windows targets.
+///
+/// Places the import library into the build script output directory
+/// and returns the full library directory path.
+///
+/// Does nothing if the target OS is not Windows.
+#[cfg(not(feature = "python3-dll-a"))]
+pub(super) fn generate_abi3_import_lib(_target: &Triple) -> Result<Option<String>> {
+    Ok(None)
+}