diff --git a/tools/ci_build/github/azure-pipelines/win-gpu-ci-pipeline.yml b/tools/ci_build/github/azure-pipelines/win-gpu-ci-pipeline.yml
index b78fa919a7..6013ba095a 100644
--- a/tools/ci_build/github/azure-pipelines/win-gpu-ci-pipeline.yml
+++ b/tools/ci_build/github/azure-pipelines/win-gpu-ci-pipeline.yml
@@ -34,10 +34,19 @@ jobs:
       workingFolder: '$(Build.BinariesDirectory)'
 
   - script: |
-     python -m pip install -q pyopenssl setuptools wheel numpy
+     python -m pip install -q pyopenssl setuptools wheel numpy flake8
     workingDirectory: '$(Build.BinariesDirectory)'
     displayName: 'Install python modules'
 
+  - powershell: |
+     $Env:USE_MSVC_STATIC_RUNTIME=1
+     $Env:ONNX_ML=1
+     $Env:CMAKE_ARGS="-DONNX_USE_PROTOBUF_SHARED_LIBS=OFF -DProtobuf_USE_STATIC_LIBS=ON -DONNX_USE_LITE_PROTO=ON -DCMAKE_TOOLCHAIN_FILE=C:/vcpkg/scripts/buildsystems/vcpkg.cmake -DVCPKG_TARGET_TRIPLET=$(buildArch)-windows-static"
+     python setup.py bdist_wheel
+     Get-ChildItem -Path dist/*.whl | foreach {pip --disable-pip-version-check install --upgrade $_.fullname}
+    workingDirectory: '$(Build.SourcesDirectory)\cmake\external\onnx'
+    displayName: 'Install ONNX'
+
   - task: PythonScript@0
     displayName: 'Generate cmake config'
     inputs:
diff --git a/tools/ci_build/github/azure-pipelines/win-gpu-tensorrt-ci-pipeline.yml b/tools/ci_build/github/azure-pipelines/win-gpu-tensorrt-ci-pipeline.yml
index 880cb9e647..60329537e7 100644
--- a/tools/ci_build/github/azure-pipelines/win-gpu-tensorrt-ci-pipeline.yml
+++ b/tools/ci_build/github/azure-pipelines/win-gpu-tensorrt-ci-pipeline.yml
@@ -34,10 +34,19 @@ jobs:
       workingFolder: '$(Build.BinariesDirectory)'
 
   - script: |
-     python -m pip install -q pyopenssl setuptools wheel numpy     
+     python -m pip install -q pyopenssl setuptools wheel numpy flake8
     workingDirectory: '$(Build.BinariesDirectory)'
     displayName: 'Install python modules'
 
+  - powershell: |
+     $Env:USE_MSVC_STATIC_RUNTIME=1
+     $Env:ONNX_ML=1
+     $Env:CMAKE_ARGS="-DONNX_USE_PROTOBUF_SHARED_LIBS=OFF -DProtobuf_USE_STATIC_LIBS=ON -DONNX_USE_LITE_PROTO=ON -DCMAKE_TOOLCHAIN_FILE=C:/vcpkg/scripts/buildsystems/vcpkg.cmake -DVCPKG_TARGET_TRIPLET=$(buildArch)-windows-static"
+     python setup.py bdist_wheel
+     Get-ChildItem -Path dist/*.whl | foreach {pip --disable-pip-version-check install --upgrade $_.fullname}
+    workingDirectory: '$(Build.SourcesDirectory)\cmake\external\onnx'
+    displayName: 'Install ONNX'
+
   - task: PythonScript@0
     displayName: 'Generate cmake config'
     inputs: