diff --git a/NEWS b/NEWS
index 6e76efd67..e412cc5d2 100644
--- a/NEWS
+++ b/NEWS
@@ -147,6 +147,12 @@ New in spot 2.9.4.dev  (not yet released)
   - Bindings for functions related to parity games.
     See https://spot.lrde.epita.fr/ipynb/paritygame.html for examples.
 
+  Bugs fixed:
+
+  - The filename python/spot/aux.py caused a problem on Windows and
+    has been renamed.  Existing "import spot.aux" statements should
+    *not* be updated.  (Issue #437.)
+
 New in spot 2.9.4 (2020-09-07)
 
   Bugs fixed:
diff --git a/python/Makefile.am b/python/Makefile.am
index ae5660a2f..704aa9a8d 100644
--- a/python/Makefile.am
+++ b/python/Makefile.am
@@ -30,7 +30,7 @@ SWIGFLAGS = -c++ -python -py3 -O -MD
 EXTRA_DIST = buddy.i spot/impl.i spot/ltsmin.i spot/gen.i
 nobase_pyexec_PYTHON = \
   spot/__init__.py \
-  spot/aux.py \
+  spot/aux_.py \
   spot/impl.py \
   spot/ltsmin.py \
   spot/gen.py \
diff --git a/python/spot/__init__.py b/python/spot/__init__.py
index f5beecee1..dee08467a 100644
--- a/python/spot/__init__.py
+++ b/python/spot/__init__.py
@@ -47,6 +47,12 @@ for path in sys.path:
 
 
 from spot.impl import *
+# spot.aux_ used to be called spot.aux until the filename aux.py
+# caused issues on Windows.  So the file is now named aux_.py, but we
+# still want to import it as spot.aux, hence we add it to spot.modules
+# as an alias.
+import spot.aux_ as aux
+sys.modules['spot.aux'] = aux
 from spot.aux import \
      extend as _extend, \
      str_to_svg as _str_to_svg, \
diff --git a/python/spot/aux.py b/python/spot/aux_.py
similarity index 93%
rename from python/spot/aux.py
rename to python/spot/aux_.py
index cd56d212b..3c6435296 100644
--- a/python/spot/aux.py
+++ b/python/spot/aux_.py
@@ -1,6 +1,6 @@
 # -*- coding: utf-8 -*-
-# Copyright (C) 2016, 2019 Laboratoire de Recherche et Développement de l'Epita
-# (LRDE).
+# Copyright (C) 2016, 2019-2020 Laboratoire de Recherche et
+# Développement de l'Epita (LRDE).
 #
 # This file is part of Spot, a model checking library.
 #
@@ -17,6 +17,9 @@
 # You should have received a copy of the GNU General Public License
 # along with this program.  If not, see <http://www.gnu.org/licenses/>.
 
+# This file is named "aux_.py" for compatibility with Windows'
+# historical limitations, but should really be imported as "spot.aux".
+
 """
 Auxiliary functions for Spot's Python bindings
 """