diff --git a/openrl/configs/utils.py b/openrl/configs/utils.py
index 53e1f4d2..b3198748 100644
--- a/openrl/configs/utils.py
+++ b/openrl/configs/utils.py
@@ -16,7 +16,7 @@
 
 """"""
 
-
+import os
 import re
 import tempfile
 
@@ -83,9 +83,19 @@ def __call__(self, parser, cfg, values, option_string=None):
         # Load the rendered content as a dictionary
         data = yaml.safe_load(rendered_content)
 
-        # Write the result to a temporary file
-        with tempfile.NamedTemporaryFile("w", delete=True, suffix=".yaml") as temp_file:
+        # Write the result to a temporary file. Not work on Windows.
+        # with tempfile.NamedTemporaryFile("w", delete=True, suffix=".yaml") as temp_file:
+        #     yaml.dump(data, temp_file)
+        #     temp_file.seek(0)  # Move to the beginning of the file
+        #     # Use the default behavior of ActionConfigFile to handle the temporary file
+        #     super().__call__(parser, cfg, temp_file.name, option_string)
+
+        # Write the result to a temporary file. This works on all platforms.
+        temp_fd, temp_filename = tempfile.mkstemp(suffix=".yaml")
+        with os.fdopen(temp_fd, 'w') as temp_file:
             yaml.dump(data, temp_file)
-            temp_file.seek(0)  # Move to the beginning of the file
+        try:
             # Use the default behavior of ActionConfigFile to handle the temporary file
-            super().__call__(parser, cfg, temp_file.name, option_string)
+            super().__call__(parser, cfg, temp_filename, option_string)
+        finally:
+            os.remove(temp_filename)