diff --git a/docs/latex/wx/stdpaths.tex b/docs/latex/wx/stdpaths.tex
index acfc21b36b..148dad7129 100644
--- a/docs/latex/wx/stdpaths.tex
+++ b/docs/latex/wx/stdpaths.tex
@@ -83,7 +83,7 @@ data files.
 Example return values:
 \begin{itemize}
     \item Unix: \texttt{\textit{prefix}/share/\textit{appname}}
-    \item Windows: \texttt{C:$\backslash$Program Files$\backslash$\textit{appname}}
+    \item Windows: the directory where the executable file is located
     \item Mac: \texttt{\textit{appname}.app/Contents/SharedSupport} bundle subdirectory
 \end{itemize}
 
diff --git a/src/msw/stdpaths.cpp b/src/msw/stdpaths.cpp
index 4ba9dc6d3c..707c30e383 100644
--- a/src/msw/stdpaths.cpp
+++ b/src/msw/stdpaths.cpp
@@ -246,7 +246,9 @@ wxString wxStandardPaths::GetUserConfigDir() const
 
 wxString wxStandardPaths::GetDataDir() const
 {
-    return AppendAppName(DoGetDirectory(CSIDL_PROGRAM_FILES));
+    // under Windows each program is usually installed in its own directory and
+    // so its datafiles are in the same directory as its main executable
+    return wxFileName(wxGetFullModuleName()).GetPath();
 }
 
 wxString wxStandardPaths::GetUserDataDir() const