diff --git a/scripts/ci/gh-actions/windows-setup.ps1 b/scripts/ci/gh-actions/windows-setup.ps1
index 798f24351e..2fb0e12c61 100644
--- a/scripts/ci/gh-actions/windows-setup.ps1
+++ b/scripts/ci/gh-actions/windows-setup.ps1
@@ -8,13 +8,12 @@ Write-Host "::group::Installing NumPy"
 pip install "numpy>=1.19"
 Write-Host "::endgroup::"
 
+Write-Host "::group::Installing c-blosc2"
 $Env:Path += ";$Env:CONDA\condabin"
 Write-Host "$Env:Path"
-Write-Host "::group::Installing c-blosc2"
 conda.bat init powershell
 conda.bat init bash
 conda.bat activate base
-conda.bat install -y conda-forge::lz4-c
 conda.bat install -y conda-forge::c-blosc2
 Write-Host "::endgroup::"
 
diff --git a/scripts/ci/setup-run/ci-Windows.sh b/scripts/ci/setup-run/ci-Windows.sh
index 590fd50def..aeac02e7be 100755
--- a/scripts/ci/setup-run/ci-Windows.sh
+++ b/scripts/ci/setup-run/ci-Windows.sh
@@ -1,7 +1,7 @@
 #!/bin/bash
+set +u
 C:/Miniconda/condabin/conda.bat activate base
 
-# This is needed for findLZ4.cmake (called from Blosc2) to find LZ4 libraries
-# (non-cmake).
-export CMAKE_INCLUDE_PATH=C:/Miniconda/Library/include
-export CMAKE_LIBRARY_PATH=C:/Miniconda/Library/lib
+# We do not use conda cmake, thus we have to hint cmake where is
+# conda root dir.
+export CMAKE_PREFIX_PATH="C:/Miniconda/Library;$CMAKE_PREFIX_PATH"