diff --git a/deps/blas.mk b/deps/blas.mk
index 873242dc95dd4..13b29014c808b 100644
--- a/deps/blas.mk
+++ b/deps/blas.mk
@@ -99,7 +99,12 @@ $(BUILDDIR)/$(OPENBLAS_SRC_DIR)/openblas-skylakexdgemm.patch-applied: $(BUILDDIR
 		patch -p1 -f < $(SRCDIR)/patches/openblas-skylakexdgemm.patch
 	echo 1 > $@
 
-$(BUILDDIR)/$(OPENBLAS_SRC_DIR)/build-configured: $(BUILDDIR)/$(OPENBLAS_SRC_DIR)/openblas-skylakexdgemm.patch-applied
+$(BUILDDIR)/$(OPENBLAS_SRC_DIR)/openblas-winexit.patch-applied: $(BUILDDIR)/$(OPENBLAS_SRC_DIR)/source-extracted
+	cd $(BUILDDIR)/$(OPENBLAS_SRC_DIR) && \
+		patch -p1 -f < $(SRCDIR)/patches/openblas-winexit.patch
+	echo 1 > $@
+
+$(BUILDDIR)/$(OPENBLAS_SRC_DIR)/build-configured: $(BUILDDIR)/$(OPENBLAS_SRC_DIR)/openblas-skylakexdgemm.patch-applied $(BUILDDIR)/$(OPENBLAS_SRC_DIR)/openblas-winexit.patch-applied
 	echo 1 > $@
 
 $(BUILDDIR)/$(OPENBLAS_SRC_DIR)/build-compiled: $(BUILDDIR)/$(OPENBLAS_SRC_DIR)/build-configured
diff --git a/deps/patches/openblas-winexit.patch b/deps/patches/openblas-winexit.patch
new file mode 100644
index 0000000000000..b3268c2f8806b
--- /dev/null
+++ b/deps/patches/openblas-winexit.patch
@@ -0,0 +1,27 @@
+commit b16fa2e7111dc4dc1d9d987bd5dcbf89c82b9ee8
+Author: Keno Fischer <keno@juliacomputing.com>
+Date:   Sun Dec 29 15:08:13 2019 -0500
+
+    win32: Don't run cleanup if we're about to exit anyway
+    
+    If the process is about to exit, there's no point trying to do
+    a bunch of work to clean up resources. The kernel will release
+    them much more efficiently when the process exits at the end
+    of this function.
+
+diff --git a/exports/dllinit.c b/exports/dllinit.c
+index 4a05c0e1..88f9af65 100644
+--- a/exports/dllinit.c
++++ b/exports/dllinit.c
+@@ -50,7 +50,10 @@ BOOL APIENTRY DllMain(HINSTANCE hInst, DWORD reason, LPVOID reserved) {
+         gotoblas_init();
+         break;
+       case DLL_PROCESS_DETACH:
+-        gotoblas_quit();
++        // If the process is about to exit, don't bother releasing any resources
++        // The kernel is much better at bulk releasing then.
++        if (!reserved)
++          gotoblas_quit();
+         break;
+       case DLL_THREAD_ATTACH:
+         break;