diff --git a/appveyor.yml b/appveyor.yml
index 48b10021..169ee34e 100644
--- a/appveyor.yml
+++ b/appveyor.yml
@@ -22,6 +22,8 @@ install:
   - cd CGAL-4.11.1
   - mkdir build
   - cd build
+  - set GMP_INCLUDE_DIR=%APPVEYOR_BUILD_FOLDER%\CGAL-4.11.1\auxiliary\gmp\include
+  - set GMP_LIBRARIES=%APPVEYOR_BUILD_FOLDER%\CGAL-4.11.1\auxiliary\gmp\lib
   - cmake ../
   - msbuild /p:Configuration=Release ALL_BUILD.vcxproj