diff --git a/cmake/FindMsgpack.cmake b/cmake/FindMsgpack.cmake
index 015737d658..8881a34332 100644
--- a/cmake/FindMsgpack.cmake
+++ b/cmake/FindMsgpack.cmake
@@ -42,7 +42,12 @@ if(MSGPACK_USE_STATIC)
     "${CMAKE_STATIC_LIBRARY_PREFIX}msgpack${CMAKE_STATIC_LIBRARY_SUFFIX}")
 endif()
 
-list(APPEND MSGPACK_NAMES msgpackc msgpack)
+if(MSVC)
+  # The import library for the msgpack DLL has a different name
+  list(APPEND MSGPACK_NAMES msgpack_import)
+else()
+  list(APPEND MSGPACK_NAMES msgpackc msgpack)
+endif()
 
 find_library(MSGPACK_LIBRARY NAMES ${MSGPACK_NAMES}
   # Check each directory for all names to avoid using headers/libraries from
diff --git a/cmake/WindowsDllCopy.cmake b/cmake/WindowsDllCopy.cmake
new file mode 100644
index 0000000000..fbbabf3a0c
--- /dev/null
+++ b/cmake/WindowsDllCopy.cmake
@@ -0,0 +1,30 @@
+# In Windows we need to find dependency DLLs and install them along with our
+# binaries. This script uses the following variables:
+#
+# - BINARY: The binary file whose dependencies need to be installed
+# - DST: The destination path
+# - CMAKE_PREFIX_PATH: A list of directories to search for dependencies
+
+if(NOT DEFINED BINARY)
+  message(FATAL_ERROR "Missing required argument -DBINARY=")
+endif()
+if(NOT DEFINED DST)
+  message(FATAL_ERROR "Missing required arguments -DDST=")
+endif()
+if(NOT DEFINED CMAKE_PREFIX_PATH)
+  message(FATAL_ERROR "Missing required arguments -DCMAKE_PREFIX_PATH=")
+endif()
+
+include(GetPrerequisites)
+get_prerequisites(${BINARY} DLLS 1 1 "" "${CMAKE_PREFIX_PATH}")
+foreach(DLL_NAME ${DLLS})
+  find_program(DLL_PATH ${DLL_NAME})
+  if(NOT DLL_PATH)
+    message(FATAL_ERROR "Unable to find dependency ${DLL_NAME}")
+  endif()
+
+  message("Copying ${DLL_NAME} to ${DST}")
+  execute_process(COMMAND ${CMAKE_COMMAND} -E copy ${DLL_PATH} ${DST})
+  unset(DLL_PATH CACHE)
+endforeach()
+
diff --git a/src/nvim/CMakeLists.txt b/src/nvim/CMakeLists.txt
index d80add2835..5c4df1be0b 100644
--- a/src/nvim/CMakeLists.txt
+++ b/src/nvim/CMakeLists.txt
@@ -259,6 +259,21 @@ add_executable(nvim ${NEOVIM_GENERATED_SOURCES} ${NEOVIM_SOURCES}
 target_link_libraries(nvim ${NVIM_EXEC_LINK_LIBRARIES})
 install_helper(TARGETS nvim)
 
+if(WIN32)
+  # Copy DLLs to bin/ and install them along with nvim
+  add_custom_target(nvim_dll_deps ALL DEPENDS nvim
+    COMMAND ${CMAKE_COMMAND} -E make_directory ${PROJECT_BINARY_DIR}/windows_runtime_deps
+    COMMAND ${CMAKE_COMMAND}
+      "-DCMAKE_PREFIX_PATH=${CMAKE_PREFIX_PATH}"
+      -DBINARY="${PROJECT_BINARY_DIR}/bin/nvim${CMAKE_EXECUTABLE_SUFFIX}"
+      -DDST=${PROJECT_BINARY_DIR}/windows_runtime_deps
+      -P ${PROJECT_SOURCE_DIR}/cmake/WindowsDllCopy.cmake
+    COMMAND ${CMAKE_COMMAND} -E copy_directory ${PROJECT_BINARY_DIR}/windows_runtime_deps/
+      ${CMAKE_RUNTIME_OUTPUT_DIRECTORY})
+  install(DIRECTORY ${PROJECT_BINARY_DIR}/windows_runtime_deps/
+    DESTINATION ${CMAKE_INSTALL_BINDIR})
+endif()
+
 if(CLANG_ASAN_UBSAN)
   message(STATUS "Enabling Clang address sanitizer and undefined behavior sanitizer for nvim.")
   check_c_compiler_flag(-fno-sanitize-recover=all SANITIZE_RECOVER_ALL)
diff --git a/third-party/CMakeLists.txt b/third-party/CMakeLists.txt
index 9fc1b2eb36..7eba17aba3 100644
--- a/third-party/CMakeLists.txt
+++ b/third-party/CMakeLists.txt
@@ -5,6 +5,12 @@ project(NEOVIM_DEPS)
 # Point CMake at any custom modules we may ship
 list(APPEND CMAKE_MODULE_PATH "${PROJECT_SOURCE_DIR}/cmake")
 
+# In Windows/MSVC CMAKE_BUILD_TYPE changes the paths/linking of the build
+# recipes (libuv, msgpack), make sure it is set
+if(NOT CMAKE_BUILD_TYPE)
+  set(CMAKE_BUILD_TYPE Release)
+endif()
+
 set(DEPS_INSTALL_DIR "${CMAKE_BINARY_DIR}/usr" CACHE PATH "Dependencies install directory.")
 set(DEPS_BIN_DIR "${DEPS_INSTALL_DIR}/bin" CACHE PATH "Dependencies binary install directory.")
 set(DEPS_LIB_DIR "${DEPS_INSTALL_DIR}/lib" CACHE PATH "Dependencies library install directory.")
diff --git a/third-party/cmake/BuildLibuv.cmake b/third-party/cmake/BuildLibuv.cmake
index 1d8d69e64e..30fae44b74 100644
--- a/third-party/cmake/BuildLibuv.cmake
+++ b/third-party/cmake/BuildLibuv.cmake
@@ -70,11 +70,17 @@ elseif(WIN32 AND MSVC)
   else()
     set(VS_ARCH x64)
   endif()
-  BuildLibuv(
-    # By default this creates Debug builds
-    BUILD_COMMAND set PYTHON=${PYTHON_EXECUTABLE} COMMAND ${DEPS_BUILD_DIR}/src/libuv/vcbuild.bat static debug ${VS_ARCH}
+  string(TOLOWER ${CMAKE_BUILD_TYPE} LOWERCASE_BUILD_TYPE)
+  set(UV_OUTPUT_DIR ${DEPS_BUILD_DIR}/src/libuv/${CMAKE_BUILD_TYPE})
+  BuildLibUv(
+    BUILD_COMMAND set PYTHON=${PYTHON_EXECUTABLE} COMMAND ${DEPS_BUILD_DIR}/src/libuv/vcbuild.bat shared ${LOWERCASE_BUILD_TYPE} ${VS_ARCH}
     INSTALL_COMMAND ${CMAKE_COMMAND} -E make_directory ${DEPS_INSTALL_DIR}/lib
-      COMMAND ${CMAKE_COMMAND} -E copy ${DEPS_BUILD_DIR}/src/libuv/Debug/lib/libuv.lib ${DEPS_INSTALL_DIR}/lib
+      COMMAND ${CMAKE_COMMAND} -E make_directory ${DEPS_INSTALL_DIR}/bin
+      COMMAND ${CMAKE_COMMAND} -E copy ${UV_OUTPUT_DIR}/libuv.lib ${DEPS_INSTALL_DIR}/lib
+      # Some applications (lua-client/luarocks) look for uv.lib instead of libuv.lib
+      COMMAND ${CMAKE_COMMAND} -E copy ${UV_OUTPUT_DIR}/libuv.lib ${DEPS_INSTALL_DIR}/lib/uv.lib
+      COMMAND ${CMAKE_COMMAND} -E copy ${UV_OUTPUT_DIR}/libuv.dll ${DEPS_INSTALL_DIR}/bin/
+      COMMAND ${CMAKE_COMMAND} -E copy ${UV_OUTPUT_DIR}/libuv.dll ${DEPS_INSTALL_DIR}/bin/uv.dll
       COMMAND ${CMAKE_COMMAND} -E make_directory ${DEPS_INSTALL_DIR}/include
       COMMAND ${CMAKE_COMMAND} -E copy_directory ${DEPS_BUILD_DIR}/src/libuv/include ${DEPS_INSTALL_DIR}/include)
 
diff --git a/third-party/cmake/BuildLuajit.cmake b/third-party/cmake/BuildLuajit.cmake
index 83aceecb59..de92b32a74 100644
--- a/third-party/cmake/BuildLuajit.cmake
+++ b/third-party/cmake/BuildLuajit.cmake
@@ -40,7 +40,6 @@ set(INSTALLCMD_UNIX ${MAKE_PRG} CFLAGS=-fPIC
                                 CFLAGS+=-DLUA_USE_APICHECK
                                 CFLAGS+=-DLUA_USE_ASSERT
                                 CCDEBUG+=-g
-                                BUILDMODE=static
                                 Q=
                                 install)
 
@@ -74,10 +73,10 @@ elseif(MINGW AND CMAKE_CROSSCOMPILING)
 elseif(WIN32 AND MSVC)
 
   BuildLuaJit(
-    BUILD_COMMAND ${CMAKE_COMMAND} -E chdir ${DEPS_BUILD_DIR}/src/luajit/src ${DEPS_BUILD_DIR}/src/luajit/src/msvcbuild.bat static
+    BUILD_COMMAND ${CMAKE_COMMAND} -E chdir ${DEPS_BUILD_DIR}/src/luajit/src ${DEPS_BUILD_DIR}/src/luajit/src/msvcbuild.bat
     INSTALL_COMMAND ${CMAKE_COMMAND} -E make_directory ${DEPS_INSTALL_DIR}/bin
       COMMAND ${CMAKE_COMMAND} -E copy ${DEPS_BUILD_DIR}/src/luajit/src/luajit.exe ${DEPS_INSTALL_DIR}/bin
-      COMMAND ${CMAKE_COMMAND} -E copy ${DEPS_BUILD_DIR}/src/luajit/src/lua51.lib ${DEPS_INSTALL_DIR}/bin
+      COMMAND ${CMAKE_COMMAND} -E copy ${DEPS_BUILD_DIR}/src/luajit/src/lua51.dll ${DEPS_INSTALL_DIR}/bin
       COMMAND ${CMAKE_COMMAND} -E make_directory ${DEPS_INSTALL_DIR}/lib
       COMMAND ${CMAKE_COMMAND} -E copy ${DEPS_BUILD_DIR}/src/luajit/src/lua51.lib ${DEPS_INSTALL_DIR}/lib
       COMMAND ${CMAKE_COMMAND} -E make_directory ${DEPS_INSTALL_DIR}/include/luajit-2.0
diff --git a/third-party/cmake/BuildLuarocks.cmake b/third-party/cmake/BuildLuarocks.cmake
index 0041bb1a03..2c3b986c69 100644
--- a/third-party/cmake/BuildLuarocks.cmake
+++ b/third-party/cmake/BuildLuarocks.cmake
@@ -46,11 +46,9 @@ endfunction()
 set(LUAROCKS_BINARY ${HOSTDEPS_BIN_DIR}/luarocks)
 
 # Arguments for calls to 'luarocks build'
-if(MSVC)
-  # In native Win32 don't pass the compiler/linker to luarocks, the bundled
+if(NOT MSVC)
+  # In MSVC don't pass the compiler/linker to luarocks, the bundled
   # version already knows, and passing them here breaks the build
-  set(LUAROCKS_BUILDARGS CFLAGS=/MT)
-else()
   set(LUAROCKS_BUILDARGS CC=${HOSTDEPS_C_COMPILER} LD=${HOSTDEPS_C_COMPILER})
 endif()
 
diff --git a/third-party/cmake/BuildMsgpack.cmake b/third-party/cmake/BuildMsgpack.cmake
index 4b6b361e85..211a2f72aa 100644
--- a/third-party/cmake/BuildMsgpack.cmake
+++ b/third-party/cmake/BuildMsgpack.cmake
@@ -37,10 +37,11 @@ set(MSGPACK_CONFIGURE_COMMAND ${CMAKE_COMMAND} ${DEPS_BUILD_DIR}/src/msgpack
   -DMSGPACK_BUILD_TESTS=OFF
   -DCMAKE_INSTALL_PREFIX=${DEPS_INSTALL_DIR}
   -DCMAKE_C_COMPILER=${CMAKE_C_COMPILER}
+  -DCMAKE_BUILD_TYPE=${CMAKE_BUILD_TYPE}
   "-DCMAKE_C_FLAGS:STRING=${CMAKE_C_COMPILER_ARG1} -fPIC")
 
-set(MSGPACK_BUILD_COMMAND ${CMAKE_COMMAND} --build .)
-set(MSGPACK_INSTALL_COMMAND ${CMAKE_COMMAND} --build . --target install)
+set(MSGPACK_BUILD_COMMAND ${CMAKE_COMMAND} --build . --config ${CMAKE_BUILD_TYPE})
+set(MSGPACK_INSTALL_COMMAND ${CMAKE_COMMAND} --build . --target install --config ${CMAKE_BUILD_TYPE})
 
 if(MINGW AND CMAKE_CROSSCOMPILING)
   get_filename_component(TOOLCHAIN ${CMAKE_TOOLCHAIN_FILE} REALPATH)
@@ -50,6 +51,7 @@ if(MINGW AND CMAKE_CROSSCOMPILING)
     -DCMAKE_INSTALL_PREFIX=${DEPS_INSTALL_DIR}
     # Pass toolchain
     -DCMAKE_TOOLCHAIN_FILE=${TOOLCHAIN}
+    -DCMAKE_BUILD_TYPE=${CMAKE_BUILD_TYPE}
     # Hack to avoid -rdynamic in Mingw
     -DCMAKE_SHARED_LIBRARY_LINK_C_FLAGS="")
 elseif(MSVC)
@@ -60,12 +62,13 @@ elseif(MSVC)
     -DCMAKE_INSTALL_PREFIX=${DEPS_INSTALL_DIR}
     -DCMAKE_C_COMPILER=${CMAKE_C_COMPILER}
     "-DCMAKE_C_FLAGS:STRING=${CMAKE_C_COMPILER_ARG1}"
+    -DCMAKE_BUILD_TYPE=${CMAKE_BUILD_TYPE}
     # Make sure we use the same generator, otherwise we may
     # accidentaly end up using different MSVC runtimes
-    -DCMAKE_GENERATOR=${CMAKE_GENERATOR}
-    # Use static runtime
-    -DCMAKE_C_FLAGS_DEBUG="-MTd"
-    -DCMAKE_C_FLAGS_RELEASE="-MT")
+    -DCMAKE_GENERATOR=${CMAKE_GENERATOR})
+  # Place the DLL in the bin folder
+  set(MSGPACK_INSTALL_COMMAND ${MSGPACK_INSTALL_COMMAND}
+    COMMAND ${CMAKE_COMMAND} -E copy ${DEPS_INSTALL_DIR}/lib/msgpack.dll ${DEPS_INSTALL_DIR}/bin)
 endif()
 
 BuildMsgpack(CONFIGURE_COMMAND ${MSGPACK_CONFIGURE_COMMAND}