diff --git a/dev/tasks/conda-recipes/azure.win.yml b/dev/tasks/conda-recipes/azure.win.yml
index f7f3708ca21..75a7cf806f2 100755
--- a/dev/tasks/conda-recipes/azure.win.yml
+++ b/dev/tasks/conda-recipes/azure.win.yml
@@ -57,6 +57,7 @@ jobs:
         call activate base
         run_conda_forge_build_setup
       displayName: conda-forge build setup
+      workingDirectory: arrow\dev\tasks\conda-recipes
 
     - script: |
         conda.exe build arrow-cpp parquet-cpp -m .ci_support\%CONFIG%.yaml