diff --git a/tests/test___main__.py b/tests/test___main__.py
index ebd48bf5..9fadbed2 100644
--- a/tests/test___main__.py
+++ b/tests/test___main__.py
@@ -20,10 +20,13 @@ def _test_cli_with_md5(url_or_id, md5, options=None):
 
 
 def _test_cli_with_content(url_or_id, content):
-    with tempfile.NamedTemporaryFile() as f:
-        cmd = ["gdown", "--no-cookies", url_or_id, "-O", f.name]
+    # We can't use NamedTemporaryFile because Windows doesn't allow the subprocess
+    # to write the file created by the parent process.
+    with tempfile.TemporaryDirectory() as d:
+        file_path = os.path.join(d, "file")
+        cmd = ["gdown", "--no-cookies", url_or_id, "-O", file_path]
         subprocess.call(cmd)
-        with open(f.name) as f:
+        with open(file_path) as f:
             assert f.read() == content