diff --git a/CHANGELOG.md b/CHANGELOG.md
index f444e7089..85734f6ae 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -31,6 +31,7 @@ BUG FIXES:
       WinRM in some cases. [GH-3816]
   - hosts/windows: Don't execute mstsc using PowerShell since it doesn't
       exit properly. [GH-3837]
+  - hosts/windows: For RDP, don't remove the Tempfile right away. [GH-3875]
   - providers/docker: Never do graceful shutdown, always use
       `docker stop`. [GH-3798]
   - providers/docker: Better error messaging when SSH is not ready
diff --git a/plugins/hosts/windows/cap/rdp.rb b/plugins/hosts/windows/cap/rdp.rb
index a66703af6..4ef34237d 100644
--- a/plugins/hosts/windows/cap/rdp.rb
+++ b/plugins/hosts/windows/cap/rdp.rb
@@ -1,4 +1,5 @@
-require "tempfile"
+require "pathname"
+require "tmpdir"
 
 require "vagrant/util/subprocess"
 
@@ -16,11 +17,13 @@ module VagrantPlugins
           }
 
           # Create the ".rdp" file
-          config = Tempfile.new(["vagrant-rdp", ".rdp"])
-          opts.each do |k, v|
-            config.puts("#{k}:#{v}")
+          config_path = Pathname.new(Dir.tmpdir).join(
+            "vagrant-rdp-#{Time.now.to_i}-#{rand(10000)}.rdp")
+          config_path.open("w+") do |f|
+            opts.each do |k, v|
+              config.puts("#{k}:#{v}")
+            end
           end
-          config.close
 
           # Build up the args to mstsc
           args = [config.path]
@@ -30,8 +33,6 @@ module VagrantPlugins
 
           # Launch it
           Vagrant::Util::Subprocess.execute("mstsc", *args)
-        ensure
-          config.close if config
         end
       end
     end