diff --git a/pylsp_mypy/plugin.py b/pylsp_mypy/plugin.py
index 4cfe23f..6eb5305 100644
--- a/pylsp_mypy/plugin.py
+++ b/pylsp_mypy/plugin.py
@@ -187,6 +187,10 @@ def pylsp_lint(
     # exclude = ["tests/*"]
     exclude = settings.get("exclude", [])
     for pattern in exclude:
+        # Make sure that \\ characters are encoded correctly so for examples
+        # windows paths are matched without any bad escape errors
+        pattern = pattern.encode("unicode-escape").decode()
+
         if re.search(pattern, document.path):
             log.debug(
                 f"Not running because {document.path} matches " f"exclude pattern '{pattern}'"