diff --git a/bindings/python/pinocchio/__init__.py b/bindings/python/pinocchio/__init__.py
index 1354d404a4..7191711ba0 100644
--- a/bindings/python/pinocchio/__init__.py
+++ b/bindings/python/pinocchio/__init__.py
@@ -3,7 +3,44 @@
 #
 
 import numpy
-from .pinocchio_pywrap import *
+
+# On Windows, if pinocchio.dll is not in the same directory than
+# the .pyd, it will not be loaded.
+# We first try to load pinocchio, then, if it fail and we are on Windows:
+#  1. We add all paths inside PINOCCHIO_WINDOWS_DLL_PATH to DllDirectory
+#  2. If PINOCCHIO_WINDOWS_DLL_PATH we add the relative path from the
+#     package directory to the bin directory to DllDirectory
+# This solution is inspired from:
+#  - https://github.com/PixarAnimationStudios/OpenUSD/pull/1511/files
+#  - https://stackoverflow.com/questions/65334494/python-c-extension-packaging-dll-along-with-pyd
+# More resources on https://github.com/diffpy/pyobjcryst/issues/33
+try:
+    from .pinocchio_pywrap import *
+except ImportError:
+    import os
+    import sys
+    import platform
+    if platform.system() == "Windows":
+        __pinocchio_paths = os.getenv('PINOCCHIO_WINDOWS_DLL_PATH')
+        if __pinocchio_paths is None:
+            # Standard site-packages to bin path
+            RELATIVE_DLL_PATH = "..\\..\\..\\bin"
+            __dll_paths = [os.path.join(os.path.dirname(__file__), RELATIVE_DLL_PATH)]
+        else:
+            __dll_paths = __pinocchio_paths.split(os.pathsep)
+        if sys.version_info >= (3, 8):
+            for p in __dll_paths:
+                # add_dll_directory can fail on relative path and non
+                # existing path.
+                # Since we don't know all the fail criterion we just ignore
+                # thrown exception
+                try:
+                    os.add_dll_directory(p)
+                except OSError:
+                    pass
+        else:
+            for p in __dll_paths:
+                os.environ["PATH"] += os.pathsep + p
 
 from .pinocchio_pywrap import __version__, __raw_version__