diff --git a/appveyor.yml b/appveyor.yml
index e0485939..c129cec0 100644
--- a/appveyor.yml
+++ b/appveyor.yml
@@ -4,6 +4,12 @@ environment:
     - PYTHON: "C:\\Python27-x64"
     - PYTHON: "C:\\Python34"
     - PYTHON: "C:\\Python34-x64"
+      # Workaround the build problem [1] by choosing a PyYAML
+      # version for which PyPI provides a wheel for this platform
+      # and Python version / build.
+      #
+      # [1]: http://help.appveyor.com/discussions/problems/28023
+      PYYAML: "==5.2b1"
     - PYTHON: "C:\\Python35"
     - PYTHON: "C:\\Python35-x64"
     - PYTHON: "C:\\Python36"
@@ -15,7 +21,7 @@ install:
   # install runtime dependencies
   - "%PYTHON%\\python.exe -m pip install -r requirements.txt"
   # install testing dependencies
-  - "%PYTHON%\\python.exe -m pip install pyyaml"
+  - "%PYTHON%\\python.exe -m pip install pyyaml%PYYAML%"
 
 build: off