diff --git a/GPy/__init__.py b/GPy/__init__.py
index f35fda78..5c4838da 100644
--- a/GPy/__init__.py
+++ b/GPy/__init__.py
@@ -2,6 +2,7 @@
 # Licensed under the BSD 3-clause license (see LICENSE.txt)
 import warnings
 warnings.filterwarnings("ignore", category=DeprecationWarning)
+import os
 
 import core
 import models
@@ -19,3 +20,20 @@ from core import priors
 @nottest
 def tests():
     Tester(testing).test(verbose=10)
+
+if os.name == 'nt':
+    """
+    Fortran seems to like to intercept keyboard interrupts on windows.
+    This means that when a model is optimizing and the user presses Ctrl-C,
+    the program will crash. Since it's kind of nice to be able to stop
+    the optimization at any time, we define our own handler below.
+
+    """
+    import win32api
+    import thread
+
+    def handler(sig, hook=thread.interrupt_main):
+        hook()
+        return 1
+
+    win32api.SetConsoleCtrlHandler(handler, 1)