diff --git a/.github/workflows/ci_msw_cross.yml b/.github/workflows/ci_msw_cross.yml
index 53eb0b247c..5e12ebf652 100644
--- a/.github/workflows/ci_msw_cross.yml
+++ b/.github/workflows/ci_msw_cross.yml
@@ -60,6 +60,11 @@ jobs:
       # Default to 64-bit build.
       HOST_TRIPLET: ${{ matrix.triplet || 'x86_64-w64-mingw32' }}
 
+      # While our tests should run in any locale natively, it seems that Wine
+      # requires the locale encoding to be UTF-8 for Unicode file names to work
+      # correctly, so set the locale explicitly for it.
+      LC_ALL: C.UTF-8
+
     # Run all commands as the normal user, created by the first step below.
     #
     # Note that the Bash options used here are the same as for the default