diff --git a/appveyor.yml b/appveyor.yml
index 4fd636df6..a09272080 100644
--- a/appveyor.yml
+++ b/appveyor.yml
@@ -1,3 +1,5 @@
+build: false
+
 environment:
   # There is no need to run the build for all the Python version /
   # architectures combo as the generated nilearn wheel is the same on all
@@ -30,31 +32,12 @@ install:
   # Add Library/bin directory to fix issue
   # https://github.com/conda/conda/issues/1753
   - "SET PATH=%PYTHON%;%PYTHON%\\Scripts;%PYTHON%\\Library\\bin;%PATH%"
-
-  # Check that we have the expected version and architecture for Python
-  - "python --version"
-  - "python -c \"import struct; print(struct.calcsize('P') * 8)\""
-
-  # Installed prebuilt dependencies from conda
-  - "conda install pip numpy scipy scikit-learn=0.19.0 pandas nose wheel matplotlib -y -q"
-
-  # Install other nilearn dependencies
-  - "pip install coverage nose-timer pytest pytest-cov"
-  - "python setup.py bdist_wheel"
-  - ps: "ls dist"
-
-  # Install the generated wheel package to test it
-  - "pip install --pre --no-index --find-links dist/ imbalanced-learn"
-
-# Not a .NET project, we build in the install step instead
-build: false
+  - conda install pip scipy numpy scikit-learn=0.19 pandas -y -q
+  - conda install pytest pytest-cov -y -q
+  - conda install nose -y -q  # FIXME: remove this line when using sklearn > 0.19
+  - pip install .
 
 test_script:
-  - powershell ./build_tools/appveyor/test.ps1
-
-artifacts:
-  # Archive the generated packages in the ci.appveyor.com build report.
-  - path: dist\*
-
-#on_success:
-#  - TODO: upload the content of dist/*.whl to a public wheelhouse
+  - mkdir for_test
+  - cd for_test
+  - pytest --pyargs imblearn --cov-report term-missing --cov=imblearn
diff --git a/build_tools/appveyor/test.ps1 b/build_tools/appveyor/test.ps1
deleted file mode 100644
index 37526b85d..000000000
--- a/build_tools/appveyor/test.ps1
+++ /dev/null
@@ -1,12 +0,0 @@
-# Change to a non-source folder to make sure we run the tests on the
-# installed library.
-- "cd C:\\"
-
-$installed_imblearn_folder = $(python -c "import os; os.chdir('c:/'); import imblearn;\
-print(os.path.dirname(imblearn.__file__))")
-echo "imblearn found in: $installed_imblearn_folder"
-
-# --pyargs argument is used to make sure we run the tests on the
-# installed package rather than on the local folder
-py.test --pyargs imblearn $installed_imblearn_folder
-exit $LastExitCode