diff --git a/src/xenia/app/premake5.lua b/src/xenia/app/premake5.lua
index 442d6585b..35361d011 100644
--- a/src/xenia/app/premake5.lua
+++ b/src/xenia/app/premake5.lua
@@ -50,18 +50,20 @@ project("xenia-app")
   files({
     "xenia_main.cc",
     "../base/main_"..platform_suffix..".cc",
+    "../base/main_init_"..platform_suffix..".cc",
   })
 
-  filter("files:xenia_main.cc or ../base/main_"..platform_suffix..".cc")
-    vectorextensions("IA32")  -- Disable AVX for main_win.cc so our AVX check/error can happen.
+  resincludedirs({
+    project_root,
+  })
 
   filter("platforms:Windows")
     files({
       "main_resources.rc",
     })
-  resincludedirs({
-    project_root,
-  })
+
+  filter("files:../base/main_init_"..platform_suffix..".cc")
+    vectorextensions("IA32")  -- Disable AVX for main_init_win.cc so our AVX check doesn't use AVX instructions.
 
   filter("platforms:Linux")
     links({
diff --git a/src/xenia/base/main_init_win.cc b/src/xenia/base/main_init_win.cc
new file mode 100644
index 000000000..e6b0c9c59
--- /dev/null
+++ b/src/xenia/base/main_init_win.cc
@@ -0,0 +1,40 @@
+/**
+ ******************************************************************************
+ * Xenia : Xbox 360 Emulator Research Project                                 *
+ ******************************************************************************
+ * Copyright 2014 Ben Vanik. All rights reserved.                             *
+ * Released under the BSD license - see LICENSE in the root for more details. *
+ ******************************************************************************
+ */
+
+#include "xenia/base/main.h"
+
+#include <cstdlib>
+
+#include "third_party/xbyak/xbyak/xbyak_util.h"
+
+class StartupAvxCheck {
+ public:
+  StartupAvxCheck() {
+    Xbyak::util::Cpu cpu;
+    if (cpu.has(Xbyak::util::Cpu::tAVX)) {
+      return;
+    }
+    // TODO(gibbed): detect app type and printf instead, if needed?
+    MessageBoxA(
+        nullptr,
+        "Your CPU does not support AVX, which is required by Xenia. See the "
+        "FAQ for system requirements at https://xenia.jp",
+        "Xenia Error", MB_OK | MB_ICONERROR | MB_SETFOREGROUND);
+    ExitProcess(static_cast<uint32_t>(-1));
+  }
+};
+
+// This is a hack to get an instance of StartupAvxCheck
+// constructed before any initialization code,
+// where the AVX check then happens in the constructor.
+//
+// https://docs.microsoft.com/en-us/cpp/preprocessor/init-seg
+#pragma warning(suppress : 4073)
+#pragma init_seg(lib)
+static StartupAvxCheck gStartupAvxCheck;