diff --git a/tests/rest/auth/test_cli.py b/tests/rest/auth/test_cli.py
index a678c3af6..3e774b4dc 100644
--- a/tests/rest/auth/test_cli.py
+++ b/tests/rest/auth/test_cli.py
@@ -1,5 +1,6 @@
 import logging
 from unittest import mock
+import os
 
 import pytest
 
@@ -37,8 +38,8 @@ def refresh_token_store(tmp_openeo_config_home) -> RefreshTokenStore:
 def test_paths(capsys):
     cli.main(["paths"])
     out = capsys.readouterr().out
-    assert "/auth-config.json" in out
-    assert "/refresh-tokens.json" in out
+    assert os.sep + "auth-config.json" in out
+    assert os.sep + "refresh-tokens.json" in out
 
 
 def test_config_dump(capsys, auth_config):
diff --git a/tests/test_config.py b/tests/test_config.py
index 868002ce3..73142049a 100644
--- a/tests/test_config.py
+++ b/tests/test_config.py
@@ -1,6 +1,7 @@
 import contextlib
 import logging
 import os
+import platform
 import random
 import re
 import textwrap
@@ -15,11 +16,23 @@
 
 
 def test_get_user_config_dir():
-    assert get_user_config_dir() == Path(__file__).parent / "data/user_dirs/config/openeo-python-client"
+    # For Linux/Mac we configure the config and data directories in conftest.py
+    # via the environment variables XDG_CONFIG_HOME and XDG_DATA_HOME.
+    # But on Windows we need to set APPDATA instead, and we don't have separate
+    # variables for config and data.
+    if platform.system() == "Windows":
+        os.environ["APPDATA"] = str(Path(__file__).parent / Path("data/user_dirs/config"))
+    assert get_user_config_dir() == Path(__file__).parent / Path("data/user_dirs/config/openeo-python-client")
 
 
 def test_get_user_data_dir():
-    assert get_user_data_dir() == Path(__file__).parent / "data/user_dirs/data/openeo-python-client"
+    # For Linux/Mac we configure the config and data directories in conftest.py
+    # via the environment variables XDG_CONFIG_HOME and XDG_DATA_HOME.
+    # But on Windows we need to set APPDATA instead, and we don't have separate
+    # variables for config and data.
+    if platform.system() == "Windows":
+        os.environ["APPDATA"] = str(Path(__file__).parent / Path("data/user_dirs/data"))
+    assert get_user_data_dir() == Path(__file__).parent / Path("data/user_dirs/data/openeo-python-client")
 
 
 class TestClientConfig: