diff --git a/docs/sphinx/source/whatsnew/v0.12.1.rst b/docs/sphinx/source/whatsnew/v0.12.1.rst
index 856e5fa5d7..4ea997afcb 100644
--- a/docs/sphinx/source/whatsnew/v0.12.1.rst
+++ b/docs/sphinx/source/whatsnew/v0.12.1.rst
@@ -10,7 +10,8 @@ Breaking Changes
 
 Bug fixes
 ~~~~~~~~~
-
+* :py:func:`pvlib.iotools.get_pvgis_tmy` now returns the correct dtypes when
+  when ``outputformat='epw'``. (:issue:`2399`, :pull:`2417`)
 
 Enhancements
 ~~~~~~~~~~~~
diff --git a/pvlib/iotools/pvgis.py b/pvlib/iotools/pvgis.py
index 46406c5a53..425cceb84c 100644
--- a/pvlib/iotools/pvgis.py
+++ b/pvlib/iotools/pvgis.py
@@ -410,6 +410,9 @@ def _coerce_and_roll_tmy(tmy_data, tz, year):
         np.roll(tmy_data, tz, axis=0),
         columns=tmy_data.columns,
         index=new_index)
+    # GH 2399
+    new_tmy_data = \
+        new_tmy_data.astype(dtype=dict(zip(tmy_data.columns, tmy_data.dtypes)))
     return new_tmy_data