diff --git a/python-package/packager/nativelib.py b/python-package/packager/nativelib.py
index 1852e0d2d909..1a3df2ea8989 100644
--- a/python-package/packager/nativelib.py
+++ b/python-package/packager/nativelib.py
@@ -138,6 +138,9 @@ def locate_or_build_libxgboost(
             sys_prefix / "Library",
             sys_prefix / "Library" / "bin",
             sys_prefix / "Library" / "lib",
+            sys_prefix / "Library" / "mingw-w64",
+            sys_prefix / "Library" / "mingw-w64" / "bin",
+            sys_prefix / "Library" / "mingw-w64" / "lib",
         ]
         sys_prefix_candidates = [
             p.expanduser().resolve() for p in sys_prefix_candidates
diff --git a/python-package/xgboost/libpath.py b/python-package/xgboost/libpath.py
index 58c78df090ae..92d46a0bb77d 100644
--- a/python-package/xgboost/libpath.py
+++ b/python-package/xgboost/libpath.py
@@ -38,6 +38,9 @@ def find_lib_path() -> List[str]:
                 os.path.join(sys.base_prefix, "Library"),
                 os.path.join(sys.base_prefix, "Library", "bin"),
                 os.path.join(sys.base_prefix, "Library", "lib"),
+                os.path.join(sys.base_prefix, "Library", "mingw-w64"),
+                os.path.join(sys.base_prefix, "Library", "mingw-w64", "bin"),
+                os.path.join(sys.base_prefix, "Library", "mingw-w64", "lib"),
             ]
         )
         dll_path = [os.path.join(p, "xgboost.dll") for p in dll_path]