diff --git a/pandas/_libs/skiplist.pxd b/pandas/_libs/skiplist.pxd
new file mode 100644
index 0000000000000..82a0862112199
--- /dev/null
+++ b/pandas/_libs/skiplist.pxd
@@ -0,0 +1,48 @@
+# -*- coding: utf-8 -*-
+# cython: profile=False
+
+from cython cimport Py_ssize_t
+
+from numpy cimport double_t
+
+
+cdef extern from "src/skiplist.h":
+    ctypedef struct node_t:
+        node_t **next
+        int *width
+        double value
+        int is_nil
+        int levels
+        int ref_count
+
+    ctypedef struct skiplist_t:
+        node_t *head
+        node_t **tmp_chain
+        int *tmp_steps
+        int size
+        int maxlevels
+
+    skiplist_t* skiplist_init(int) nogil
+    void skiplist_destroy(skiplist_t*) nogil
+    double skiplist_get(skiplist_t*, int, int*) nogil
+    int skiplist_insert(skiplist_t*, double) nogil
+    int skiplist_remove(skiplist_t*, double) nogil
+
+
+# Note: Node is declared here so that IndexableSkiplist can be exposed;
+# Node itself not intended to be exposed.
+cdef class Node:
+    cdef public:
+        double_t value
+        list next
+        list width
+
+
+cdef class IndexableSkiplist:
+    cdef:
+        Py_ssize_t size, maxlevels
+        Node head
+
+    cpdef get(self, Py_ssize_t i)
+    cpdef insert(self, double value)
+    cpdef remove(self, double value)
diff --git a/pandas/_libs/src/skiplist.pyx b/pandas/_libs/skiplist.pyx
similarity index 95%
rename from pandas/_libs/src/skiplist.pyx
rename to pandas/_libs/skiplist.pyx
index 1524dca38d0e0..c96413edfb0f2 100644
--- a/pandas/_libs/src/skiplist.pyx
+++ b/pandas/_libs/skiplist.pyx
@@ -6,8 +6,7 @@
 
 # Cython version: Wes McKinney
 
-cdef extern from "math.h":
-    double log(double x)
+from libc.math cimport log
 
 # MSVC does not have log2!
 
@@ -16,6 +15,7 @@ cdef double Log2(double x):
 
 cimport numpy as np
 import numpy as np
+from numpy cimport double_t
 
 from random import random
 
@@ -25,10 +25,10 @@ np.import_array()
 # TODO: optimize this, make less messy
 
 cdef class Node:
-    cdef public:
-        double_t value
-        list next
-        list width
+    # cdef public:
+    #    double_t value
+    #    list next
+    #    list width
 
     def __init__(self, double_t value, list next, list width):
         self.value = value
@@ -43,9 +43,9 @@ cdef class IndexableSkiplist:
     Sorted collection supporting O(lg n) insertion, removal, and
     lookup by rank.
     """
-    cdef:
-        Py_ssize_t size, maxlevels
-        Node head
+    # cdef:
+    #    Py_ssize_t size, maxlevels
+    #    Node head
 
     def __init__(self, expected_size=100):
         self.size = 0
diff --git a/pandas/_libs/src/skiplist.pxd b/pandas/_libs/src/skiplist.pxd
deleted file mode 100644
index 214aa1c7aeaf0..0000000000000
--- a/pandas/_libs/src/skiplist.pxd
+++ /dev/null
@@ -1,22 +0,0 @@
-cdef extern from "skiplist.h":
-    ctypedef struct node_t:
-        node_t **next
-        int *width
-        double value
-        int is_nil
-        int levels
-        int ref_count
-
-    ctypedef struct skiplist_t:
-        node_t *head
-        node_t **tmp_chain
-        int *tmp_steps
-        int size
-        int maxlevels
-
-    skiplist_t* skiplist_init(int) nogil
-    void skiplist_destroy(skiplist_t*) nogil
-    double skiplist_get(skiplist_t*, int, int*) nogil
-    int skiplist_insert(skiplist_t*, double) nogil
-    int skiplist_remove(skiplist_t*, double) nogil
-
diff --git a/pandas/_libs/window.pyx b/pandas/_libs/window.pyx
index 95df5a07a390b..ecce45742afa7 100644
--- a/pandas/_libs/window.pyx
+++ b/pandas/_libs/window.pyx
@@ -14,9 +14,13 @@ cimport util
 
 from libc.stdlib cimport malloc, free
 
-
 from numpy cimport ndarray, double_t, int64_t, float64_t
 
+from skiplist cimport (IndexableSkiplist,
+                       node_t, skiplist_t,
+                       skiplist_init, skiplist_destroy,
+                       skiplist_get, skiplist_insert, skiplist_remove)
+
 cdef np.float32_t MINfloat32 = np.NINF
 cdef np.float64_t MINfloat64 = np.NINF
 
@@ -30,19 +34,10 @@ cdef inline int int_min(int a, int b): return a if a <= b else b
 
 from util cimport numeric
 
-from skiplist cimport (
-    skiplist_t,
-    skiplist_init,
-    skiplist_destroy,
-    skiplist_get,
-    skiplist_insert,
-    skiplist_remove)
-
 cdef extern from "../src/headers/math.h":
-    double sqrt(double x) nogil
     int signbit(double) nogil
+    double sqrt(double x) nogil
 
-include "skiplist.pyx"
 
 # Cython implementations of rolling sum, mean, variance, skewness,
 # other statistical moment functions
diff --git a/setup.py b/setup.py
index 7e56298d1b20b..37be0b696503d 100755
--- a/setup.py
+++ b/setup.py
@@ -341,6 +341,7 @@ class CheckSDist(sdist_class):
                  'pandas/_libs/missing.pyx',
                  'pandas/_libs/testing.pyx',
                  'pandas/_libs/window.pyx',
+                 'pandas/_libs/skiplist.pyx',
                  'pandas/_libs/sparse.pyx',
                  'pandas/_libs/parsers.pyx',
                  'pandas/_libs/tslibs/strptime.pyx',
@@ -544,6 +545,9 @@ def pxd(name):
     '_libs.reshape': {
         'pyxfile': '_libs/reshape',
         'depends': _pxi_dep['reshape']},
+    '_libs.skiplist': {
+        'pyxfile': '_libs/skiplist',
+        'depends': ['pandas/_libs/src/skiplist.h']},
     '_libs.sparse': {
         'pyxfile': '_libs/sparse',
         'depends': _pxi_dep['sparse']},
@@ -629,9 +633,7 @@ def pxd(name):
         'pyxfile': '_libs/testing'},
     '_libs.window': {
         'pyxfile': '_libs/window',
-        'pxdfiles': ['_libs/src/skiplist', '_libs/src/util'],
-        'depends': ['pandas/_libs/src/skiplist.pyx',
-                    'pandas/_libs/src/skiplist.h']},
+        'pxdfiles': ['_libs/skiplist', '_libs/src/util']},
     'io.sas._sas': {
         'pyxfile': 'io/sas/sas'}}