diff --git a/vpn/tun_windows.go b/vpn/tun_windows.go
index a70cb8f28d60d..52778a8a9d08b 100644
--- a/vpn/tun_windows.go
+++ b/vpn/tun_windows.go
@@ -25,7 +25,12 @@ import (
 	"github.com/coder/retry"
 )
 
-const tunName = "Coder"
+const (
+	tunName = "Coder"
+	tunGUID = "{0ed1515d-04a4-4c46-abae-11ad07cf0e6d}"
+
+	wintunDLL = "wintun.dll"
+)
 
 func GetNetworkingStack(t *Tunnel, _ *StartRequest, logger slog.Logger) (NetworkStack, error) {
 	// Initialize COM process-wide so Tailscale can make calls to the windows
@@ -44,12 +49,35 @@ func GetNetworkingStack(t *Tunnel, _ *StartRequest, logger slog.Logger) (Network
 
 	// Set the name and GUID for the TUN interface.
 	tun.WintunTunnelType = tunName
-	guid, err := windows.GUIDFromString("{0ed1515d-04a4-4c46-abae-11ad07cf0e6d}")
+	guid, err := windows.GUIDFromString(tunGUID)
 	if err != nil {
-		panic(err)
+		return NetworkStack{}, xerrors.Errorf("could not parse GUID %q: %w", tunGUID, err)
 	}
 	tun.WintunStaticRequestedGUID = &guid
 
+	// Ensure wintun.dll is available, and fail early if it's not to avoid
+	// hanging for 5 minutes in tstunNewWithWindowsRetries.
+	//
+	// First, we call wintun.Version() to make the wintun package attempt to
+	// load wintun.dll. This allows the wintun package to set the logging
+	// callback in the DLL before we load it ourselves.
+	_ = wintun.Version()
+
+	// Then, we try to load wintun.dll ourselves so we get a better error
+	// message if there was a problem. This call matches the wintun package, so
+	// we're loading it in the same way.
+	//
+	// Note: this leaks the handle to wintun.dll, but since it's already loaded
+	// it wouldn't be freed anyways.
+	const (
+		LOAD_LIBRARY_SEARCH_APPLICATION_DIR = 0x00000200
+		LOAD_LIBRARY_SEARCH_SYSTEM32        = 0x00000800
+	)
+	_, err = windows.LoadLibraryEx(wintunDLL, 0, LOAD_LIBRARY_SEARCH_APPLICATION_DIR|LOAD_LIBRARY_SEARCH_SYSTEM32)
+	if err != nil {
+		return NetworkStack{}, xerrors.Errorf("could not load %q, it should be in the same directory as the executable (in Coder Desktop, this should have been installed automatically): %w", wintunDLL, err)
+	}
+
 	tunDev, tunName, err := tstunNewWithWindowsRetries(tailnet.Logger(logger.Named("net.tun.device")), tunName)
 	if err != nil {
 		return NetworkStack{}, xerrors.Errorf("create tun device: %w", err)