$ wine python.exe Scripts/pip.exe install pyinstaller Step 2: Install PyInstaller on wine $ cd ~/.wine/drive_c/Python27 Choose the proper version from Download Python (for me, python-2.7.10.msi) and install it on wine by: $ wine msiexec /i python-2.7.10.msi /L*v log.txt Fortunately, newer Python versions already include pip. Note that python26 is installed, not including pip (is used to install pyinstaller). Build a Windows excutable on Ubuntu Step 1: Install wine and Python sudo apt-get install wine winetricks