diff --git a/appveyor.yml b/appveyor.yml
new file mode 100644
index 00000000..8d996bfc
--- /dev/null
+++ b/appveyor.yml
@@ -0,0 +1,27 @@
+build: false
+
+environment:
+  matrix:
+   - PYTHON: "C:\\Python36-x64"
+     PYTHON_VERSION: "3.6.x"
+     PYTHON_ARCH: "64"
+
+   - PYTHON: "C:\\Python34-x64"
+     PYTHON_VERSION: "3.4.x"
+     PYTHON_ARCH: "32"
+
+   - PYTHON: "C:\\Python27-x64"
+     PYTHON_VERSION: "2.7.x"
+     PYTHON_ARCH: "64"
+
+init:
+  - "ECHO %PYTHON% %PYTHON_VERSION% %PYTHON_ARCH%"
+
+install:
+  - "SET PATH=%PYTHON%;%PYTHON%\\Scripts;%PATH%"
+  - "%CMD_IN_ENV%  pip install --upgrade setuptools pip"
+  - "%CMD_IN_ENV%  pip install .[test]"
+  - "%CMD_IN_ENV%  mkdir results"
+  - "%CMD_IN_ENV%  cd results"
+test_script:
+  - "%CMD_IN_ENV%  pytest --pyargs -v traitlets"
diff --git a/traitlets/config/loader.py b/traitlets/config/loader.py
index 68c0b68f..27345241 100644
--- a/traitlets/config/loader.py
+++ b/traitlets/config/loader.py
@@ -16,7 +16,7 @@
 from ipython_genutils.path import filefind
 from ipython_genutils import py3compat
 from ipython_genutils.encoding import DEFAULT_ENCODING
-from six import text_type, string_types
+from six import text_type, string_types, PY3
 from traitlets.traitlets import (
     HasTraits, Container, List, Dict, Any,
 )
@@ -492,8 +492,12 @@ def get_config():
             get_config=get_config,
             __file__=self.full_filename,
         )
-        fs_encoding = sys.getfilesystemencoding() or 'ascii'
-        conf_filename = self.full_filename.encode(fs_encoding)
+        # encode filename to bytes only on py2 on non-Windows:
+        if PY3 or sys.platform.startswith('win'):
+            conf_filename = self.full_filename
+        else:
+            fs_encoding = sys.getfilesystemencoding() or 'ascii'
+            conf_filename = self.full_filename.encode(fs_encoding)
         py3compat.execfile(conf_filename, namespace)