diff --git a/appveyor.yml b/appveyor.yml
index c20dabdac8..5f2a5b746c 100644
--- a/appveyor.yml
+++ b/appveyor.yml
@@ -17,6 +17,14 @@ environment:
       PYTHON_VERSION: "3.4"
       PYTHON_ARCH: "64"
 
+    - PYTHON: "C:\\Python35-conda64"
+      PYTHON_VERSION: "3.5"
+      PYTHON_ARCH: "64"
+
+    - PYTHON: "C:\\Python35-conda32"
+      PYTHON_VERSION: "3.5"
+      PYTHON_ARCH: "32"
+
 install:
   # Install miniconda Python
   - "powershell ./tools/install_python.ps1"
@@ -26,6 +34,13 @@ install:
   # the parent CMD process).
   - "SET PATH=%PYTHON%;%PYTHON%\\Scripts;%PATH%"
 
+  # Set up a conda environment:
+  - conda config --set always_yes yes
+  - conda update -q conda
+  - conda info -a
+  - conda create -q -n test-environment python=%PYTHON_VERSION%
+  - activate test-environment
+
   # Check that we have the expected version and architecture for Python
   - "python --version"
   - "python -c \"import struct; print(struct.calcsize('P') * 8)\""