diff --git a/.appveyor.yml b/.appveyor.yml
index c4df92118c20..0291de5cf252 100644
--- a/.appveyor.yml
+++ b/.appveyor.yml
@@ -15,7 +15,7 @@ clone_depth: 50
 
 install:
   - git submodule update --init --recursive  # get `compute` folder
-  - set PATH=%PATH:C:\Program Files\Git\usr\bin;=%  # Delete sh.exe from PATH (mingw32-make fix)
+  - set PATH=%PATH:C:\Program Files\Git\usr\bin;=%  # delete sh.exe from PATH (mingw32-make fix)
   - set PATH=C:\mingw-w64\x86_64-6.3.0-posix-seh-rt_v5-rev1\mingw64\bin;%PATH%
   - set PYTHON_VERSION=%CONFIGURATION%
   - ps: >-
@@ -30,7 +30,7 @@ install:
   - ps: $env:LGB_VER = (Get-Content VERSION.txt).trim()
   - conda config --set always_yes yes --set changeps1 no
   - conda update -q conda
-  - conda create -q -n test-env python=%PYTHON_VERSION% numpy nose scipy scikit-learn pandas matplotlib pytest
+  - conda create -q -n test-env python=%PYTHON_VERSION% numpy nose scipy scikit-learn pandas matplotlib python-graphviz pytest
   - activate test-env
 
 build_script:
@@ -48,8 +48,16 @@ test_script:
     pip install lightgbm-%LGB_VER%.tar.gz -v)
   - cd ../..
   - pytest tests/python_package_test
+  - cd examples/python-guide
+  - ps: >-
+      @("import matplotlib", "matplotlib.use('Agg')") + (Get-Content "plot_example.py") | Set-Content "plot_example.py"  # prevent interactive window mode
+  - ps: >-
+      foreach ($file in @(Get-ChildItem *.py)) {
+        python $file
+        if ($LastExitCode -ne 0) { $host.SetShouldExit($LastExitCode) }
+      }  # run all examples
   - IF "%COMPILER%"=="MINGW" appveyor exit  # skip all further steps
-  - cd python-package && python setup.py bdist_wheel --plat-name=win-amd64 --universal
+  - cd ../../python-package && python setup.py bdist_wheel --plat-name=win-amd64 --universal
 
 after_test:
   - cd ../.nuget