diff --git a/setup.py b/setup.py
index c33ce063cb4d9..e29f6fcd31bc8 100755
--- a/setup.py
+++ b/setup.py
@@ -753,7 +753,7 @@ def srcpath(name=None, suffix=".pyx", subdir="src"):
     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,