diff --git a/src/julia/sysimage.py b/src/julia/sysimage.py
index 8cf8e357..ef168fc5 100644
--- a/src/julia/sysimage.py
+++ b/src/julia/sysimage.py
@@ -7,6 +7,10 @@
 
 Generated system image can be passed to ``sysimage`` option of
 `julia.api.Julia`.
+
+.. note::
+
+   This script is not tested on Windows.
 """
 
 from __future__ import print_function, absolute_import
diff --git a/src/julia/tests/test_sysimage.py b/src/julia/tests/test_sysimage.py
index 13fa914a..0d9805c5 100644
--- a/src/julia/tests/test_sysimage.py
+++ b/src/julia/tests/test_sysimage.py
@@ -1,12 +1,13 @@
 import pytest
 
 from .test_compatible_exe import runcode
-from .utils import only_in_ci
+from .utils import only_in_ci, skip_in_appveyor
 from julia.sysimage import build_sysimage
 
 
 @pytest.mark.julia
 @only_in_ci
+@skip_in_appveyor  # Avoid "LVM ERROR: out of memory"
 def test_build_and_load(tmpdir, juliainfo):
     if juliainfo.version_info < (0, 7):
         pytest.skip("Julia < 0.7 is not supported")
diff --git a/src/julia/tests/utils.py b/src/julia/tests/utils.py
index 5fed63b8..91c2bf52 100644
--- a/src/julia/tests/utils.py
+++ b/src/julia/tests/utils.py
@@ -8,3 +8,10 @@
 """
 Tests that are too destructive or slow to run with casual `tox` call.
 """
+
+skip_in_appveyor = pytest.mark.skipif(
+    os.environ.get("APPVEYOR", "false").lower() == "true", reason="APPVEYOR=true is set"
+)
+"""
+Tests that are known to fail in AppVeyor.
+"""
diff --git a/tox.ini b/tox.ini
index cdbb8251..472e3d56 100644
--- a/tox.ini
+++ b/tox.ini
@@ -35,6 +35,9 @@ passenv =
     TRAVIS
     TRAVIS_*
 
+    # https://www.appveyor.com/docs/environment-variables/
+    APPVEYOR
+
     CI
 
 [pytest]