diff --git a/_distutils_hack/__init__.py b/_distutils_hack/__init__.py
index c31edfed17..47ce24944b 100644
--- a/_distutils_hack/__init__.py
+++ b/_distutils_hack/__init__.py
@@ -8,6 +8,11 @@
 is_pypy = '__pypy__' in sys.builtin_module_names
 
 
+warnings.filterwarnings('ignore',
+                        '.+ distutils .+ deprecated',
+                        DeprecationWarning)
+
+
 def warn_distutils_present():
     if 'distutils' not in sys.modules:
         return
diff --git a/changelog.d/2566.breaking.rst b/changelog.d/2566.breaking.rst
new file mode 100644
index 0000000000..e56945750b
--- /dev/null
+++ b/changelog.d/2566.breaking.rst
@@ -0,0 +1 @@
+Remove the deprecated ``bdist_wininst`` command. Binary packages should be built as wheels instead. -- by :user:`hroncok`
diff --git a/setuptools/command/__init__.py b/setuptools/command/__init__.py
index 743f5588fa..570e69576e 100644
--- a/setuptools/command/__init__.py
+++ b/setuptools/command/__init__.py
@@ -2,7 +2,7 @@
     'alias', 'bdist_egg', 'bdist_rpm', 'build_ext', 'build_py', 'develop',
     'easy_install', 'egg_info', 'install', 'install_lib', 'rotate', 'saveopts',
     'sdist', 'setopt', 'test', 'install_egg_info', 'install_scripts',
-    'bdist_wininst', 'upload_docs', 'build_clib', 'dist_info',
+    'upload_docs', 'build_clib', 'dist_info',
 ]
 
 from distutils.command.bdist import bdist
diff --git a/setuptools/command/bdist_wininst.py b/setuptools/command/bdist_wininst.py
deleted file mode 100644
index ff4b634592..0000000000
--- a/setuptools/command/bdist_wininst.py
+++ /dev/null
@@ -1,30 +0,0 @@
-import distutils.command.bdist_wininst as orig
-import warnings
-
-from setuptools import SetuptoolsDeprecationWarning
-
-
-class bdist_wininst(orig.bdist_wininst):
-    def reinitialize_command(self, command, reinit_subcommands=0):
-        """
-        Supplement reinitialize_command to work around
-        http://bugs.python.org/issue20819
-        """
-        cmd = self.distribution.reinitialize_command(
-            command, reinit_subcommands)
-        if command in ('install', 'install_lib'):
-            cmd.install_lib = None
-        return cmd
-
-    def run(self):
-        warnings.warn(
-            "bdist_wininst is deprecated and will be removed in a future "
-            "version. Use bdist_wheel (wheel packages) instead.",
-            SetuptoolsDeprecationWarning
-        )
-
-        self._is_running = True
-        try:
-            orig.bdist_wininst.run(self)
-        finally:
-            self._is_running = False
diff --git a/setuptools/command/install_scripts.py b/setuptools/command/install_scripts.py
index 8c9a15e2bb..9cd8eb0627 100644
--- a/setuptools/command/install_scripts.py
+++ b/setuptools/command/install_scripts.py
@@ -1,5 +1,6 @@
 from distutils import log
 import distutils.command.install_scripts as orig
+from distutils.errors import DistutilsModuleError
 import os
 import sys
 
@@ -35,7 +36,7 @@ def run(self):
         try:
             bw_cmd = self.get_finalized_command("bdist_wininst")
             is_wininst = getattr(bw_cmd, '_is_running', False)
-        except ImportError:
+        except (ImportError, DistutilsModuleError):
             is_wininst = False
         writer = ei.ScriptWriter
         if is_wininst:
diff --git a/setuptools/tests/test_bdist_deprecations.py b/setuptools/tests/test_bdist_deprecations.py
deleted file mode 100644
index 704164aacb..0000000000
--- a/setuptools/tests/test_bdist_deprecations.py
+++ /dev/null
@@ -1,23 +0,0 @@
-"""develop tests
-"""
-import mock
-
-import pytest
-
-from setuptools.dist import Distribution
-from setuptools import SetuptoolsDeprecationWarning
-
-
-@mock.patch("distutils.command.bdist_wininst.bdist_wininst")
-def test_bdist_wininst_warning(distutils_cmd):
-    dist = Distribution(dict(
-        script_name='setup.py',
-        script_args=['bdist_wininst'],
-        name='foo',
-        py_modules=['hi'],
-    ))
-    dist.parse_command_line()
-    with pytest.warns(SetuptoolsDeprecationWarning):
-        dist.run_commands()
-
-    distutils_cmd.run.assert_called_once()