diff --git a/.github/workflows/build.yml b/.github/workflows/build.yml
index bb335a9..ef76528 100644
--- a/.github/workflows/build.yml
+++ b/.github/workflows/build.yml
@@ -234,6 +234,7 @@ jobs:
         run: |
           ./build-all.sh $(pwd)/install/llvm-mingw --disable-clang-tools-extra --disable-lldb
           .github/workflows/store-version.sh install/llvm-mingw/versions.txt
+          ./copy-msys-dependencies.sh $(pwd)/install/llvm-mingw ${{matrix.sys}}
           ./run-tests.sh $(pwd)/install/llvm-mingw
 
   # Use the Linux cross compilers built in the first step to cross compile
diff --git a/copy-msys-dependencies.sh b/copy-msys-dependencies.sh
new file mode 100755
index 0000000..e6f5fca
--- /dev/null
+++ b/copy-msys-dependencies.sh
@@ -0,0 +1,46 @@
+#!/bin/sh
+#
+# Copyright (c) 2023 Martin Storsjo
+#
+# Permission to use, copy, modify, and/or distribute this software for any
+# purpose with or without fee is hereby granted, provided that the above
+# copyright notice and this permission notice appear in all copies.
+#
+# THE SOFTWARE IS PROVIDED "AS IS" AND THE AUTHOR DISCLAIMS ALL WARRANTIES
+# WITH REGARD TO THIS SOFTWARE INCLUDING ALL IMPLIED WARRANTIES OF
+# MERCHANTABILITY AND FITNESS. IN NO EVENT SHALL THE AUTHOR BE LIABLE FOR
+# ANY SPECIAL, DIRECT, INDIRECT, OR CONSEQUENTIAL DAMAGES OR ANY DAMAGES
+# WHATSOEVER RESULTING FROM LOSS OF USE, DATA OR PROFITS, WHETHER IN AN
+# ACTION OF CONTRACT, NEGLIGENCE OR OTHER TORTIOUS ACTION, ARISING OUT OF
+# OR IN CONNECTION WITH THE USE OR PERFORMANCE OF THIS SOFTWARE.
+
+set -e
+
+while [ $# -gt 0 ]; do
+    if [ -z "$PREFIX" ]; then
+        PREFIX="$1"
+    elif [ -z "$MSYS_ENV" ]; then
+        MSYS_ENV="$1"
+    else
+        echo Unrecognized parameter $1
+        exit 1
+    fi
+    shift
+done
+if [ -z "$MSYS_ENV" ]; then
+    echo $0 prefix msys_env
+    exit 1
+fi
+
+cd $PREFIX/bin
+for i in ld.lld.exe clang-*.exe lldb.exe; do
+    if [ ! -f "$i" ]; then
+        continue
+    fi
+    for f in $(ldd "$i" | grep /$MSYS_ENV | awk '{print $3}'); do
+        if [ ! -f "$(basename $f)" ]; then
+            echo Copying $f
+            cp $f .
+        fi
+    done
+done