diff --git a/ci/build_windows.py b/ci/build_windows.py
index 56769f7cdaf0..b7d47fb1fde1 100755
--- a/ci/build_windows.py
+++ b/ci/build_windows.py
@@ -160,9 +160,6 @@ def windows_package(args):
         copy_tree('python', j(pkgdir, 'python'))
         logging.info('packing headers')
         copy_tree('include', j(pkgdir, 'include'))
-        copy_tree(j('3rdparty','dmlc-core','include'), j(pkgdir, 'include'))
-        copy_tree(j('3rdparty','mshadow', 'mshadow'), j(pkgdir, 'include', 'mshadow'))
-        copy_tree(j('3rdparty','tvm','nnvm', 'include'), j(pkgdir,'include', 'nnvm', 'include'))
         logging.info("Compressing package: %s", pkgfile)
         check_call(['7z', 'a', pkgfile, pkgdir])
 
diff --git a/include/dlpack b/include/dlpack
new file mode 120000
index 000000000000..e19164b88516
--- /dev/null
+++ b/include/dlpack
@@ -0,0 +1 @@
+../3rdparty/dlpack/include/dlpack
\ No newline at end of file
diff --git a/include/dmlc b/include/dmlc
new file mode 120000
index 000000000000..869c40b0e502
--- /dev/null
+++ b/include/dmlc
@@ -0,0 +1 @@
+../3rdparty/dmlc-core/include/dmlc
\ No newline at end of file
diff --git a/include/mshadow b/include/mshadow
new file mode 120000
index 000000000000..0ff1a4b9e3b4
--- /dev/null
+++ b/include/mshadow
@@ -0,0 +1 @@
+../3rdparty/mshadow/mshadow
\ No newline at end of file
diff --git a/include/nnvm b/include/nnvm
new file mode 120000
index 000000000000..779dd4459a3c
--- /dev/null
+++ b/include/nnvm
@@ -0,0 +1 @@
+../3rdparty/tvm/nnvm/include/nnvm
\ No newline at end of file
diff --git a/tests/nightly/apache_rat_license_check/rat-excludes b/tests/nightly/apache_rat_license_check/rat-excludes
index 0c305f498b34..0d95792efc15 100755
--- a/tests/nightly/apache_rat_license_check/rat-excludes
+++ b/tests/nightly/apache_rat_license_check/rat-excludes
@@ -58,3 +58,4 @@ moderngpu/*
 deformable_im2col.cuh
 deformable_im2col.h
 REQUIRE
+include/*
\ No newline at end of file