diff --git a/uvicorn/loops/asyncio.py b/uvicorn/loops/asyncio.py
index 9a9ed6495..688bc602a 100644
--- a/uvicorn/loops/asyncio.py
+++ b/uvicorn/loops/asyncio.py
@@ -6,6 +6,18 @@
 
 
 def asyncio_setup(reload: bool = False) -> None:  # pragma: no cover
-    if sys.version_info >= (3, 8) and sys.platform == "win32" and reload:
-        logger.warning("The --reload flag should not be used in production on Windows.")
-        asyncio.set_event_loop_policy(asyncio.WindowsSelectorEventLoopPolicy())
+    if sys.version_info >= (3, 8) and sys.platform == "win32":
+        if reload:
+            logger.warning(
+                "The --reload flag should not be \
+                used in production on Windows."
+            )
+        try:
+            from asyncio import WindowsSelectorEventLoopPolicy
+        except ImportError:
+            logger.error("Can't assign a policy which doesn't exist.")
+        else:
+            if not isinstance(
+                asyncio.get_event_loop_policy(), WindowsSelectorEventLoopPolicy
+            ):
+                asyncio.set_event_loop_policy(WindowsSelectorEventLoopPolicy())