diff --git a/.ci/windows-steps.yaml b/.ci/windows-steps.yaml
index 37908bc2be..a602584a4f 100644
--- a/.ci/windows-steps.yaml
+++ b/.ci/windows-steps.yaml
@@ -164,7 +164,10 @@ steps:
       $env:INSTALL_VERSION = $env:MLPACK_VERSION;
     }
     # Build the MSI installer.
+    dir
+    mkdir dist\win-installer\mlpack-win-installer
     cd dist\win-installer\mlpack-win-installer
+    dir
     & 'C:\Program Files (x86)\WiX Toolset v3.11\bin\heat.exe' dir ..\staging `
         -cg HeatGenerated `
         -dr INSTALLFOLDER `