This is a seemly trivial question but I can\'t find a simple way to accomplish this.
I have my .gdbinit file defined in the same directory as where gdb.
None of the above answers worked for me. The problem is that under windows there's no HOME enviroment variable set. So let's set one: Write in command line:
set HOME=c:\users\user
where the .gdbinit should be, and where You can disable the security protection by setting it content:
set auto-load safe-path /
And from now, Your gdb will load Your local .gdbinit
c:\MinGW\bin\gdb.exe app.exe