diff --git a/tools/ci_build/build.py b/tools/ci_build/build.py
index 28aa53813f..d952f7b893 100755
--- a/tools/ci_build/build.py
+++ b/tools/ci_build/build.py
@@ -946,7 +946,8 @@ def setup_cuda_vars(args):
                 .format(
                     cuda_home, cuda_home_valid, cudnn_home, cudnn_home_valid))
 
-        if is_windows():
+        # Our CI build machines already have the env vars setup
+        if is_windows() and 'AGENT_VERSION' not in os.environ:
             # Validate that the cudnn_home is pointing at
             # the right level.
             if not os.path.exists(os.path.join(cudnn_home, "bin")):