diff --git a/setup.py b/setup.py
index 461ef005c3df3..562273abb3e18 100755
--- a/setup.py
+++ b/setup.py
@@ -757,7 +757,7 @@ def setup_package():
         maintainer=AUTHOR,
         version=versioneer.get_version(),
         packages=find_packages(include=["pandas", "pandas.*"]),
-        package_data={"": ["templates/*", "_libs/*.dll"]},
+        package_data={"": ["templates/*", "_libs/**/*.dll"]},
         ext_modules=maybe_cythonize(extensions, compiler_directives=directives),
         maintainer_email=EMAIL,
         description=DESCRIPTION,