diff --git a/.appveyor.yml b/.appveyor.yml
index b52efc76bc..c39b23f3c1 100644
--- a/.appveyor.yml
+++ b/.appveyor.yml
@@ -11,9 +11,8 @@ environment:
   boost_serialization-vc140.1.60.0.0/lib/native/address-model-64/lib/*.*"
   BOOST_UNIT_TEST : "C:/projects/mlpack/\
   boost_unit_test_framework-vc140.1.60.0.0/lib/native/address-model-64/lib/*.*"
-  ARMADILLO_DOWNLOAD : "http://sourceforge.net/projects/arma/files/\
-  armadillo-7.800.2.tar.xz"
-  ARMADILLO_LIBRARY : "C:/projects/mlpack/armadillo-7.800.2/\
+  ARMADILLO_DOWNLOAD : "http://ftp.fau.de/macports/distfiles/armadillo/armadillo-8.400.0.tar.gz"
+  ARMADILLO_LIBRARY : "C:/projects/mlpack/armadillo-8.400.0/\
   build/Debug/armadillo.lib"
   BLAS_LIBRARY : "%APPVEYOR_BUILD_FOLDER%/OpenBLAS.0.2.14.1/lib/native/lib/x64/\
   libopenblas.dll.a"
@@ -71,7 +70,7 @@ build_script:
     appveyor DownloadFile %ARMADILLO_DOWNLOAD%
     -FileName armadillo.tar.xz
   - 7z x armadillo.tar.xz -so | 7z x -si -ttar > nul
-  - cd armadillo-7.800.2 && mkdir build && cd build
+  - cd armadillo-8.400.0 && mkdir build && cd build
   - >
     cmake -G "%VSVER%"
     -DBLAS_LIBRARY:FILEPATH=%BLAS_LIBRARY%
@@ -80,14 +79,14 @@ build_script:
     -DBUILD_SHARED_LIBS=OFF
     -DCMAKE_BUILD_TYPE=Release ..
   - >
-    "%MSBUILD%" "C:\projects\mlpack\armadillo-7.800.2\build\armadillo.sln"
+    "%MSBUILD%" "C:\projects\mlpack\armadillo-8.400.0\build\armadillo.sln"
     /m /verbosity:quiet /p:Configuration=Release;Platform=x64
   - cd C:\projects\mlpack && mkdir build && cd build
   - >
     cmake -G "%VSVER%"
     -DBLAS_LIBRARY:FILEPATH=%BLAS_LIBRARY%
     -DLAPACK_LIBRARY:FILEPATH=%BLAS_LIBRARY%
-    -DARMADILLO_INCLUDE_DIR="C:/projects/mlpack/armadillo-7.800.2/include"
+    -DARMADILLO_INCLUDE_DIR="C:/projects/mlpack/armadillo-8.400.0/include"
     -DARMADILLO_LIBRARY:FILEPATH=%ARMADILLO_LIBRARY%
     -DBOOST_INCLUDEDIR:PATH=%BOOST_INCLUDE%
     -DBOOST_LIBRARYDIR:PATH="C:/projects/mlpack/boost_libs"