diff --git a/cmake/onnxruntime_python.cmake b/cmake/onnxruntime_python.cmake
index 5a87252b08..5b29d1093a 100644
--- a/cmake/onnxruntime_python.cmake
+++ b/cmake/onnxruntime_python.cmake
@@ -70,6 +70,9 @@ endif()
 onnxruntime_add_shared_library_module(onnxruntime_pybind11_state ${onnxruntime_pybind_srcs})
 
 if(MSVC)
+  # The following source file is only needed for the EPs that use delayloading. Namely, DML and WebGPU.
+  target_sources(onnxruntime_pybind11_state PRIVATE "${ONNXRUNTIME_ROOT}/core/dll/delay_load_hook.cc")
+
   target_compile_options(onnxruntime_pybind11_state PRIVATE "$<$<COMPILE_LANGUAGE:CUDA>:SHELL:--compiler-options /utf-8>" "$<$<NOT:$<COMPILE_LANGUAGE:CUDA>>:/utf-8>")
   target_compile_options(onnxruntime_pybind11_state PRIVATE "/bigobj")
 endif()