diff --git a/sklearn/test_setup.py b/sklearn/test_setup.py
index 5e6e7e833e38183c5904b484c6f3f2058fc3267f..a2c13b6798f8995b06f97bfad188662d329a3b3e 100644
--- a/sklearn/test_setup.py
+++ b/sklearn/test_setup.py
@@ -6,6 +6,6 @@ their collection scan.
 """
 
 import os
-if os.name.startswith('win'):
+if os.name.startswith('win') or os.name.startswith('nt'):
     # During the tests, under Windows, we don't want any multiprocessing
-    os.environ['JOBLIB_MULTIPROCESSING'] = 0
+    os.environ['JOBLIB_MULTIPROCESSING'] = '0'