Many malware authors use external .bat/.cmd files to delete the .exe dropper, because it is non-trivial to self-delete while the malware is still running. In the past it was possible to use Gary Nebbett’s famous self-deleting executable trick and it worked for Windows NT and Windows 2000. However, it doesn’t work under newer versions of Windows.

Question:

Is it possible to create a self-deleting executable for newer version of Windows?

Answer here