diff --git a/PC/winreg.c b/PC/winreg.c
index 01e3e9f14ba..fd1ccb7b83e 100644
--- a/PC/winreg.c
+++ b/PC/winreg.c
@@ -1788,6 +1788,7 @@ winreg_SetValueEx_impl(PyObject *module, HKEY key,
     if (PySys_Audit("winreg.SetValue", "nunO",
                     (Py_ssize_t)key, value_name, (Py_ssize_t)type,
                     value) < 0) {
+        PyMem_Free(data);
         return NULL;
     }
     Py_BEGIN_ALLOW_THREADS