diff --git a/GPy/util/config.py b/GPy/util/config.py
index d2ed7543..6fd4d005 100644
--- a/GPy/util/config.py
+++ b/GPy/util/config.py
@@ -5,7 +5,8 @@ import ConfigParser
 import os
 config = ConfigParser.ConfigParser()
 
-user_file = os.path.join(os.getenv('HOME'),'.gpy_config.cfg')
+home = os.getenv('HOME') or os.getenv('USERPROFILE')
+user_file = os.path.join(home,'.gpy_config.cfg')
 default_file = os.path.join('..','gpy_config.cfg')
 
 # 1. check if the user has a ~/.gpy_config.cfg