diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index ffd630a74..186b9e3c7 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -28,7 +28,7 @@ jobs:
         fetch-depth: 0
         submodules: true
     - uses: coursier/cache-action@v6.3
-    - uses: coursier/setup-action@v1
+    - uses: coursier/setup-action@v1.2.1
       with:
         jvm: 8
         apps: sbt
@@ -48,7 +48,7 @@ jobs:
           fetch-depth: 0
           submodules: true
       - uses: coursier/cache-action@v6.3
-      - uses: coursier/setup-action@v1
+      - uses: coursier/setup-action@v1.2.1
         with:
           jvm: 8
           apps: sbt
diff --git a/build.sbt b/build.sbt
index 78d50a86e..a9ce2bfa6 100644
--- a/build.sbt
+++ b/build.sbt
@@ -66,6 +66,10 @@ lazy val definitions = project
     dontPublish,
   )
 
+// FIXME Ideally, we should depend on the same version of io.get-coursier.jniutils:windows-jni-utils that
+// io.get-coursier::coursier depends on.
+val jniUtilsVersion = "0.3.3"
+
 lazy val `lm-coursier` = project
   .in(file("modules/lm-coursier"))
   .settings(
@@ -75,6 +79,7 @@ lazy val `lm-coursier` = project
     Mima.lmCoursierFilters,
     libraryDependencies ++= Seq(
       "io.get-coursier" %% "coursier" % coursierVersion0,
+      "io.get-coursier.jniutils" % "windows-jni-utils-lmcoursier" % jniUtilsVersion,
       "net.hamnaberg" %% "dataclass-annotation" % dataclassScalafixV % Provided,
       // We depend on librarymanagement-ivy rather than just
       // librarymanagement-core to handle the ModuleDescriptor passed
@@ -106,7 +111,10 @@ lazy val `lm-coursier-shaded` = project
     Mima.lmCoursierFilters,
     Mima.lmCoursierShadedFilters,
     Compile / sources := (`lm-coursier` / Compile / sources).value,
-    shadedModules += "io.get-coursier" %% "coursier",
+    shadedModules ++= Set(
+      "io.get-coursier" %% "coursier",
+      "io.get-coursier.jniutils" % "windows-jni-utils-lmcoursier"
+    ),
     validNamespaces += "lmcoursier",
     validEntries ++= Set(
       // FIXME Ideally, we should just strip those from the resulting JAR…
@@ -139,6 +147,7 @@ lazy val `lm-coursier-shaded` = project
     },
     libraryDependencies ++= Seq(
       "io.get-coursier" %% "coursier" % coursierVersion0,
+      "io.get-coursier.jniutils" % "windows-jni-utils-lmcoursier" % jniUtilsVersion,
       "net.hamnaberg" %% "dataclass-annotation" % dataclassScalafixV % Provided,
       "org.scala-lang.modules" %% "scala-collection-compat" % "2.8.1",
       "org.scala-lang.modules" %% "scala-xml" % "1.3.0", // depending on that one so that it doesn't get shaded
diff --git a/scripts/ci.sh b/scripts/ci.sh
index 218e87dce..c0849d995 100755
--- a/scripts/ci.sh
+++ b/scripts/ci.sh
@@ -1,6 +1,15 @@
 #!/usr/bin/env bash
 set -euvx
 
+# Force the use of coursier JNI stuff on Windows, which ought to work fine.
+# JNI stuff is used to compute the default cache location on Windows (to get the AppData local
+# dir, or something like this, via native Windows APIs).
+# Without this, if ever coursier fails to load its JNI library on Windows, it falls back
+# to using some powershell scripts (via dirs-dev/directories-jvm), which are often a problem,
+# see sbt/sbt#5206.
+# Enable this once sbt uses the upcoming lm-coursier-shaded version (> 2.0.10-1)
+# export COURSIER_JNI="force"
+
 if [ "$(expr substr $(uname -s) 1 5 2>/dev/null)" == "Linux" ]; then
   SBT="sbt"
 elif [ "$(uname)" == "Darwin" ]; then