diff --git a/src/app/ini_file.cpp b/src/app/ini_file.cpp
index d73c3791e..b3e406d8b 100644
--- a/src/app/ini_file.cpp
+++ b/src/app/ini_file.cpp
@@ -24,6 +24,7 @@
 
 #include "app/resource_finder.h"
 #include "base/fs.h"
+#include "base/path.h"
 
 #include <allegro/config.h>
 #include <allegro/file.h>
@@ -48,8 +49,13 @@ ConfigModule::ConfigModule()
 
   // If the file wasn't found, we will create configuration file
   // in the first path
-  if (config_filename[0] == 0 && rf.first())
-    config_filename = rf.filename();
+  if (config_filename[0] == 0) {
+    config_filename = rf.defaultFilename();
+
+    std::string dir = base::get_file_path(config_filename);
+    if (!base::is_directory(dir))
+      base::make_directory(dir);
+  }
 
   override_config_file(config_filename.c_str());
   g_configFilename = config_filename;
diff --git a/src/app/log.cpp b/src/app/log.cpp
index aa2f9971f..7be85e6be 100644
--- a/src/app/log.cpp
+++ b/src/app/log.cpp
@@ -94,8 +94,7 @@ void verbose_printf(const char* format, ...)
     std::string filename;
     ResourceFinder rf;
     rf.includeBinDir("aseprite.log");
-    if (rf.first())
-      filename = rf.filename();
+    filename = rf.defaultFilename();
 
     if (filename.size() > 0)
       log_fileptr = fopen(filename.c_str(), "w");
diff --git a/src/app/resource_finder.cpp b/src/app/resource_finder.cpp
index 13c5c917f..e3cac9879 100644
--- a/src/app/resource_finder.cpp
+++ b/src/app/resource_finder.cpp
@@ -26,6 +26,7 @@
 #include "app/resource_finder.h"
 #include "base/fs.h"
 #include "base/path.h"
+#include "base/string.h"
 
 namespace app {
 
@@ -40,10 +41,14 @@ const std::string& ResourceFinder::filename() const
   return m_paths.at(m_current);
 }
 
-bool ResourceFinder::first()
+const std::string& ResourceFinder::defaultFilename() const
 {
-  m_current = 0;
-  return (m_current < (int)m_paths.size());
+  if (m_default.empty()) {
+    // The first path is the default one if nobody specified it.
+    if (!m_paths.empty())
+      return m_paths[0];
+  }
+  return m_default;
 }
 
 bool ResourceFinder::next()
@@ -169,6 +174,15 @@ void ResourceFinder::includeHomeDir(const char* filename)
 
 #elif defined ALLEGRO_WINDOWS || defined ALLEGRO_DOS
 
+  // %AppData%/Aseprite/filename
+  wchar_t* env = _wgetenv(L"AppData");
+  if (env) {
+    std::string path = base::join_path(base::to_utf8(env), "Aseprite");
+    path = base::join_path(path, filename);
+    addPath(path);
+    m_default = path;
+  }
+
   // $PREFIX/data/filename
   includeDataDir(filename);
 
@@ -187,10 +201,15 @@ void ResourceFinder::includeConfFile()
   // $HOME/.asepriterc
   includeHomeDir(".asepriterc");
 
-#endif
+#elif defined ALLEGRO_WINDOWS
 
   // $BINDIR/aseprite.ini
   includeBinDir("aseprite.ini");
+
+  // %AppData%/Aseprite/aseprite.ini
+  includeHomeDir("aseprite.ini");
+
+#endif
 }
 
 } // namespace app
diff --git a/src/app/resource_finder.h b/src/app/resource_finder.h
index e05091634..e8a7aa94e 100644
--- a/src/app/resource_finder.h
+++ b/src/app/resource_finder.h
@@ -35,11 +35,7 @@ namespace app {
     // Returns the current possible path. You cannot call this
     // function if you haven't call first() or next() before.
     const std::string& filename() const;
-
-    // Goes to the first option in the list of possible paths.
-    // Returns true if there is (at least) one option available
-    // (m_paths.size() != 0).
-    bool first();
+    const std::string& defaultFilename() const;
 
     // Goes to next possible path.
     bool next();
@@ -64,6 +60,7 @@ namespace app {
     // Members
     std::vector<std::string> m_paths;
     int m_current;
+    std::string m_default;
   };
 
 } // namespace app
diff --git a/src/main/main.cpp b/src/main/main.cpp
index 0e59355c9..2a34c3691 100644
--- a/src/main/main.cpp
+++ b/src/main/main.cpp
@@ -68,8 +68,7 @@ namespace {
 #ifdef WIN32
     app::ResourceFinder rf;
     rf.includeBinDir("aseprite-memory.dmp");
-    if (rf.first())
-      filename = rf.filename();
+    filename = rf.defaultFilename();
     return true;
 #else
     return false;