diff --git a/Lib/test/test_bz2.py b/Lib/test/test_bz2.py
index a981d28..99a687d 100644
--- a/Lib/test/test_bz2.py
+++ b/Lib/test/test_bz2.py
@@ -325,6 +325,9 @@
             self.assertRaises(ValueError, f.readline)
             self.assertRaises(ValueError, f.readlines)
 
+    @unittest.skipIf(sys.platform == 'win32',
+                     'test depends on being able to delete a still-open file,'
+                     ' which is not possible on Windows')
     def testInitNonExistentFile(self):
         # Issue #19878: Should not segfault when __init__ with non-existent
         # file for the second time.