diff --git a/setup.py b/setup.py
--- a/setup.py
+++ b/setup.py
@@ -583,9 +583,9 @@ class buildhgextindex(Command):
         if err or returncode != 0:
             raise DistutilsExecError(err)
 
-        with open(self._indexfilename, 'w') as f:
-            f.write('# this file is autogenerated by setup.py\n')
-            f.write('docs = ')
+        with open(self._indexfilename, 'wb') as f:
+            f.write(b'# this file is autogenerated by setup.py\n')
+            f.write(b'docs = ')
             f.write(out)
 
 class buildhgexe(build_ext):