diff --git a/.github/workflows/R-CMD-check.yaml b/.github/workflows/R-CMD-check.yaml
index a5a93fcd9..3fcf89f05 100644
--- a/.github/workflows/R-CMD-check.yaml
+++ b/.github/workflows/R-CMD-check.yaml
@@ -57,7 +57,6 @@ jobs:
         shell: Rscript {0}
 
       - name: Cache R packages
-        if: runner.os != 'Windows'
         uses: actions/cache@v1
         with:
           path: ${{ env.R_LIBS_USER }}
@@ -119,6 +118,14 @@ jobs:
           name: ${{ runner.os }}-r${{ matrix.config.r }}-results
           path: check
 
+      - name: Fix path for Windows caching
+        if: runner.os == 'Windows'
+        # This is needed because if you use the default tar at this stage,
+        # C:/Rtools/bin/tar.exe, it will say that it can't find gzip.exe. So
+        # we'll just set the path so that the original tar that would be
+        # found, will be found.
+        run: echo "C:/Program Files/Git/usr/bin" >> $GITHUB_PATH
+
 
   documentation:
     runs-on: ${{ matrix.config.os }}