\\\r\n is as possible as \\\n.

jedi/parser/tokenize.py

@@ -272,7 +272,7 @@ def generate_tokens(readline):
                             indents.append(indent)
                             break
                 yield NAME, token, spos, prefix
-            elif initial == '\\' and line[start:] == '\\\n':  # continued stmt
+            elif initial == '\\' and line[start:] in ('\\\n', '\\\r\n'):  # continued stmt
                 additional_prefix += prefix + line[start:]
                 break
             else:

test/test_parser/test_parser.py

@@ -207,3 +207,9 @@ def test_param_splitting():
 def test_unicode_string():
     s = pt.String(None, u('bö'), (0, 0))
     assert repr(s)  # Should not raise an Error!
+
+
+def test_backslash_dos_style():
+    grammar = load_grammar()
+    m = Parser(grammar, u('\\\r\n')).module
+    assert m