diff --git a/.github/workflows/windows.yml b/.github/workflows/windows.yml
new file mode 100644
index 0000000..59dbb47
--- /dev/null
+++ b/.github/workflows/windows.yml
@@ -0,0 +1,48 @@
+name: Windows
+on:
+  workflow_dispatch:
+  pull_request:
+  push:
+    branches: [master]
+concurrency:
+  group: ${{ github.workflow }}-${{ github.job }}-${{ github.ref }}
+  cancel-in-progress: true
+defaults:
+  run:
+    shell: msys2 {0}
+jobs:
+  build:
+    runs-on: [windows-latest]
+    name: Windows
+
+    steps:
+      - name: Use MinGW from MSYS2
+        uses: msys2/setup-msys2@v2
+        with:
+          msystem: MINGW64
+          update: true
+
+    - name: Checkout code
+      uses: actions/checkout@v3
+
+    - name: Set conda environment
+      uses: mamba-org/setup-micromamba@v1
+      with:
+        environment-file: environment-dev.yml
+        cache-environment: true
+
+    - name: Configure using CMake
+      run: cmake -Bbuild -DXTENSOR_INSTALL_R_PACKAGES=OFF -G "MinGW Makefiles" -DCMAKE_INSTALL_PREFIX=$CONDA_PREFIX -DDOWNLOAD_GTEST=ON $(Build.SourcesDirectory)
+
+    - name: Install
+      working-directory: build
+      run: cmake --install .
+
+    - name: Build
+      working-directory: build
+      run: cmake --build . --target test_xtensor_r --parallel 8
+
+    - name: Run tests (C++)
+      working-directory: build/test
+      run: ./test_xtensor_r
+