diff --git a/common/emitter/cpudetect.cpp b/common/emitter/cpudetect.cpp
index 1d2a2ed7ad..baee148596 100644
--- a/common/emitter/cpudetect.cpp
+++ b/common/emitter/cpudetect.cpp
@@ -46,6 +46,11 @@ using namespace x86Emitter;
 
 alignas(16) x86capabilities x86caps;
 
+#ifdef _MSC_VER
+// We disable optimizations for this function, because we need x86capabilities for AVX
+// detection, but if we keep opts on, it'll use AVX instructions for inlining memzero.
+#pragma optimize("", off)
+#endif
 x86capabilities::x86capabilities()
 	: isIdentified(false)
 	, VendorID(x86Vendor_Unknown)
@@ -65,6 +70,9 @@ x86capabilities::x86capabilities()
 	memzero(VendorName);
 	memzero(FamilyName);
 }
+#ifdef _MSC_VER
+#pragma optimize("", on)
+#endif
 
 // Warning!  We've had problems with the MXCSR detection code causing stack corruption in
 // MSVC PGO builds.  The problem was fixed when I moved the MXCSR code to this function, and
diff --git a/pcsx2-qt/CMakeLists.txt b/pcsx2-qt/CMakeLists.txt
index b562c7b0a8..56dee96bac 100644
--- a/pcsx2-qt/CMakeLists.txt
+++ b/pcsx2-qt/CMakeLists.txt
@@ -19,6 +19,7 @@ target_sources(pcsx2-qt PRIVATE
 	AutoUpdaterDialog.ui
 	DisplayWidget.cpp
 	DisplayWidget.h
+	EarlyHardwareCheck.cpp
 	EmuThread.cpp
 	EmuThread.h
 	Main.cpp
diff --git a/pcsx2-qt/EarlyHardwareCheck.cpp b/pcsx2-qt/EarlyHardwareCheck.cpp
new file mode 100644
index 0000000000..78af2e6d6e
--- /dev/null
+++ b/pcsx2-qt/EarlyHardwareCheck.cpp
@@ -0,0 +1,59 @@
+/*  PCSX2 - PS2 Emulator for PCs
+ *  Copyright (C) 2002-2022  PCSX2 Dev Team
+ *
+ *  PCSX2 is free software: you can redistribute it and/or modify it under the terms
+ *  of the GNU Lesser General Public License as published by the Free Software Found-
+ *  ation, either version 3 of the License, or (at your option) any later version.
+ *
+ *  PCSX2 is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY;
+ *  without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
+ *  PURPOSE.  See the GNU General Public License for more details.
+ *
+ *  You should have received a copy of the GNU General Public License along with PCSX2.
+ *  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#include "PrecompiledHeader.h"
+
+#if defined(_WIN32) && defined(_MSC_VER)
+
+#include "pcsx2/VMManager.h"
+
+#include "common/RedtapeWindows.h"
+
+// The problem with AVX2 builds on Windows, is that MSVC generates AVX instructions for zeroing memory,
+// which is pretty common in our global object constructors. So, we have to use a special object which
+// gets initialized before all other global objects, that does the hardware check, and terminates the
+// process before main() or any of the other objects are constructed (which would subsequently crash).
+struct EarlyHardwareCheckObject
+{
+#pragma optimize("", off)
+	EarlyHardwareCheckObject()
+	{
+		const char* error;
+		if (VMManager::PerformEarlyHardwareChecks(&error))
+			return;
+
+		// we can't use StringUtil::UTF8StringToWideString because *that* constructor uses AVX..
+		const int error_len = static_cast<int>(std::strlen(error));
+		int wlen = MultiByteToWideChar(CP_UTF8, 0, error, error_len, nullptr, 0);
+		if (wlen > 0)
+		{
+			wchar_t* werror = static_cast<wchar_t*>(HeapAlloc(GetProcessHeap(), 0, sizeof(wchar_t) * (error_len + 1)));
+			if (werror && (wlen = MultiByteToWideChar(CP_UTF8, 0, error, error_len, werror, wlen)) > 0)
+			{
+				werror[wlen] = 0;
+				MessageBoxW(NULL, werror, L"Hardware Check Failed", MB_ICONERROR);
+				HeapFree(GetProcessHeap(), 0, werror);
+			}
+		}
+
+		TerminateProcess(GetCurrentProcess(), 0xFFFFFFFF);
+	}
+#pragma optimize("", on)
+};
+#pragma warning(disable : 4075) // warning C4075: initializers put in unrecognized initialization area
+#pragma init_seg(".CRT$XCT")
+EarlyHardwareCheckObject s_hardware_checker;
+
+#endif
diff --git a/pcsx2-qt/Main.cpp b/pcsx2-qt/Main.cpp
index f2e082f8df..2778dd703b 100644
--- a/pcsx2-qt/Main.cpp
+++ b/pcsx2-qt/Main.cpp
@@ -16,6 +16,7 @@
 #include "PrecompiledHeader.h"
 
 #include <QtWidgets/QApplication>
+#include <QtWidgets/QMessageBox>
 #include <cstdlib>
 #include <csignal>
 
@@ -182,6 +183,23 @@ static bool ParseCommandLineOptions(int argc, char* argv[], std::shared_ptr<VMBo
 	return true;
 }
 
+#ifndef _WIN32
+
+// See note at the end of the file as to why we don't do this on Windows.
+static bool PerformEarlyHardwareChecks()
+{
+	// NOTE: No point translating this message, because the configuration isn't loaded yet, so we
+	// won't know which language to use, and loading the configuration uses float instructions.
+	const char* error;
+	if (VMManager::PerformEarlyHardwareChecks(&error))
+		return true;
+
+	QMessageBox::critical(nullptr, QStringLiteral("Hardware Check Failed"), QString::fromUtf8(error));
+	return false;
+}
+
+#endif
+
 int main(int argc, char* argv[])
 {
 	CrashHandler::Install();
@@ -191,6 +209,12 @@ int main(int argc, char* argv[])
 	QGuiApplication::setHighDpiScaleFactorRoundingPolicy(Qt::HighDpiScaleFactorRoundingPolicy::PassThrough);
 
 	QApplication app(argc, argv);
+
+#ifndef _WIN32
+	if (!PerformEarlyHardwareChecks())
+		return EXIT_FAILURE;
+#endif
+
 	std::shared_ptr<VMBootParameters> autoboot;
 	if (!ParseCommandLineOptions(argc, argv, autoboot))
 		return EXIT_FAILURE;
diff --git a/pcsx2-qt/pcsx2-qt.vcxproj b/pcsx2-qt/pcsx2-qt.vcxproj
index 5f7e505aa4..37107c4487 100644
--- a/pcsx2-qt/pcsx2-qt.vcxproj
+++ b/pcsx2-qt/pcsx2-qt.vcxproj
@@ -134,6 +134,7 @@
     <Manifest Include="..\pcsx2\windows\PCSX2.manifest" />
   </ItemGroup>
   <ItemGroup>
+    <ClCompile Include="EarlyHardwareCheck.cpp" />
     <ClCompile Include="Tools\InputRecording\NewInputRecordingDlg.cpp" />
     <ClCompile Include="Settings\BIOSSettingsWidget.cpp" />
     <ClCompile Include="Settings\ControllerBindingWidgets.cpp" />
diff --git a/pcsx2-qt/pcsx2-qt.vcxproj.filters b/pcsx2-qt/pcsx2-qt.vcxproj.filters
index 015a7cd874..99627fdc11 100644
--- a/pcsx2-qt/pcsx2-qt.vcxproj.filters
+++ b/pcsx2-qt/pcsx2-qt.vcxproj.filters
@@ -204,6 +204,7 @@
     <ClCompile Include="Tools\InputRecording\NewInputRecordingDlg.cpp">
       <Filter>Tools\Input Recording</Filter>
     </ClCompile>
+    <ClCompile Include="EarlyHardwareCheck.cpp" />
   </ItemGroup>
   <ItemGroup>
     <Manifest Include="..\pcsx2\windows\PCSX2.manifest">
diff --git a/pcsx2/VMManager.cpp b/pcsx2/VMManager.cpp
index 301b171c8b..cf287c4b7a 100644
--- a/pcsx2/VMManager.cpp
+++ b/pcsx2/VMManager.cpp
@@ -128,6 +128,38 @@ static s32 s_current_save_slot = 1;
 static u32 s_frame_advance_count = 0;
 static u32 s_mxcsr_saved;
 
+bool VMManager::PerformEarlyHardwareChecks(const char** error)
+{
+#define COMMON_DOWNLOAD_MESSAGE \
+	"PCSX2 builds can be downloaded from https://pcsx2.net/downloads/"
+
+#if defined(_M_X86)
+	// On Windows, this gets called as a global object constructor, before any of our objects are constructed.
+	// So, we have to put it on the stack instead.
+	x86capabilities temp_x86_caps;
+	temp_x86_caps.Identify();
+
+	if (!temp_x86_caps.hasStreamingSIMD4Extensions)
+	{
+		*error = "PCSX2 requires the Streaming SIMD 4 Extensions instruction set, which your CPU does not support.\n\n"
+				 "SSE4 is now a minimum requirement for PCSX2. You should either upgrade your CPU, or use an older build such as 1.6.0.\n\n" COMMON_DOWNLOAD_MESSAGE;
+		return false;
+	}
+
+#if _M_SSE >= 0x0501
+	if (!temp_x86_caps.hasAVX || !temp_x86_caps.hasAVX2)
+	{
+		*error = "This build of PCSX2 requires the Advanced Vector Extensions 2 instruction set, which your CPU does not support.\n\n"
+				 "You should download and run the SSE4 build of PCSX2 instead, or upgrade to a CPU that supports AVX2 to use this build.\n\n" COMMON_DOWNLOAD_MESSAGE;
+		return false;
+	}
+#endif
+#endif
+
+#undef COMMON_DOWNLOAD_MESSAGE
+	return true;
+}
+
 VMState VMManager::GetState()
 {
 	return s_state.load();
diff --git a/pcsx2/VMManager.h b/pcsx2/VMManager.h
index b5e4c5486b..4910b7791d 100644
--- a/pcsx2/VMManager.h
+++ b/pcsx2/VMManager.h
@@ -52,6 +52,9 @@ struct VMBootParameters
 
 namespace VMManager
 {
+	/// Makes sure that AVX2 is available if we were compiled with it.
+	bool PerformEarlyHardwareChecks(const char** error);
+
 	/// Returns the current state of the VM.
 	VMState GetState();