diff --git a/ci/azure/windows.yml b/ci/azure/windows.yml
index 86807b4010988..536c2fdbf1353 100644
--- a/ci/azure/windows.yml
+++ b/ci/azure/windows.yml
@@ -31,7 +31,8 @@ jobs:
     - bash: |
         source activate pandas-dev
         conda list
-        ci\\incremental\\build.cmd
+        python setup.py build_ext -q -i
+        python -m pip install --no-build-isolation -e .
       displayName: 'Build'
     - bash: |
         source activate pandas-dev
diff --git a/ci/incremental/build.cmd b/ci/incremental/build.cmd
deleted file mode 100644
index b61b59e287299..0000000000000
--- a/ci/incremental/build.cmd
+++ /dev/null
@@ -1,9 +0,0 @@
-@rem https://github.com/numba/numba/blob/master/buildscripts/incremental/build.cmd
-
-@rem Build extensions
-python setup.py build_ext -q -i
-
-@rem Install pandas
-python -m pip install --no-build-isolation -e .
-
-if %errorlevel% neq 0 exit /b %errorlevel%