diff --git a/.circleci/config.yml b/.circleci/config.yml
index 5e033596a8c..93898f55d3b 100644
--- a/.circleci/config.yml
+++ b/.circleci/config.yml
@@ -991,6 +991,10 @@ jobs:
           command: |
             set -ex
             source packaging/windows/internal/vc_install_helper.sh
+            eval "$('/C/tools/miniconda3/Scripts/conda.exe' 'shell.bash' 'hook')"
+            conda activate base
+            conda create -yn python39 python=3.9
+            conda activate python39
             packaging/build_cmake.sh
 
   cmake_windows_gpu:
@@ -1008,6 +1012,11 @@ jobs:
             set -ex
             source packaging/windows/internal/vc_install_helper.sh
             packaging/windows/internal/cuda_install.bat
+            eval "$('/C/tools/miniconda3/Scripts/conda.exe' 'shell.bash' 'hook')"
+            conda activate
+            conda update -y conda
+            conda create -yn python39 python=3.9
+            conda activate python39
             packaging/build_cmake.sh
 
   build_docs:
diff --git a/.circleci/config.yml.in b/.circleci/config.yml.in
index 83248183d0d..85e77f20833 100644
--- a/.circleci/config.yml.in
+++ b/.circleci/config.yml.in
@@ -991,6 +991,10 @@ jobs:
           command: |
             set -ex
             source packaging/windows/internal/vc_install_helper.sh
+            eval "$('/C/tools/miniconda3/Scripts/conda.exe' 'shell.bash' 'hook')"
+            conda activate base
+            conda create -yn python39 python=3.9
+            conda activate python39
             packaging/build_cmake.sh
 
   cmake_windows_gpu:
@@ -1008,6 +1012,11 @@ jobs:
             set -ex
             source packaging/windows/internal/vc_install_helper.sh
             packaging/windows/internal/cuda_install.bat
+            eval "$('/C/tools/miniconda3/Scripts/conda.exe' 'shell.bash' 'hook')"
+            conda activate
+            conda update -y conda
+            conda create -yn python39 python=3.9
+            conda activate python39
             packaging/build_cmake.sh
 
   build_docs: