diff --git a/.appveyor.yml b/.appveyor.yml
index 4bfd593e..dc41ecbb 100644
--- a/.appveyor.yml
+++ b/.appveyor.yml
@@ -6,9 +6,11 @@ environment:
     matrix:
         - MSYSTEM: MINGW64
           BASH: C:\msys64\usr\bin\bash
+          MSYS_CACHE: C:\msys64\var\cache\pacman\pkg
           CC: x86_64-w64-mingw32-gcc
         - MSYSTEM: MINGW32
           BASH: C:\msys64\usr\bin\bash
+          MSYS_CACHE: C:\msys64\var\cache\pacman\pkg
           CC: i686-w64-mingw32-gcc
         - CYG_ROOT: C:\cygwin64
           CYG_CACHE: C:\cygwin64\var\cache\setup
@@ -21,9 +23,10 @@ environment:
           BASH: C:\cygwin\bin\bash
           CC: gcc
 
-# Cache Cygwin files to speed up build
+# Cache Cygwin/MSYS files to speed up build
 cache:
     - '%CYG_CACHE%'
+    - '%MSYS_CACHE%'
 clone_depth: 1
 
 # Attempt to ensure we don't try to convert line endings to Win32 CRLF as this will cause build to fail