diff --git a/vcpkg-configuration.json b/vcpkg-configuration.json
new file mode 100644
index 0000000000..3e9c0e04ea
--- /dev/null
+++ b/vcpkg-configuration.json
@@ -0,0 +1,17 @@
+{
+  "default-registry": {
+    "baseline": "c5da4bafbd4f47428dea8bdfec96312950dbbf83",
+    "kind": "git",
+    "repository": "https://github.com/microsoft/vcpkg"
+  },
+  "registries": [
+    {
+      "baseline": "ddbcd3c4e49a04ac10b402c732b6f4ccf4432e65",
+      "kind": "git",
+      "packages": [
+        "liblzma"
+      ],
+      "repository": "https://github.com/QuantStack/vcpkg"
+    }
+  ]
+}
diff --git a/vcpkg.json b/vcpkg.json
index 6c2b0efca7..7e5f0ffe78 100644
--- a/vcpkg.json
+++ b/vcpkg.json
@@ -7,6 +7,9 @@
       "name": "winreg",
       "platform": "windows"
     },
+    {
+      "name": "liblzma"
+    },
     {
       "features": [
         "bzip2",