diff --git a/ChangeLog b/ChangeLog
index cb1824d..bb1c182 100644
--- a/ChangeLog
+++ b/ChangeLog
@@ -1,3 +1,8 @@
+2023-06-29  Bruno Haible  <bruno@clisp.org>
+
+	Update the installation instructions for Windows.
+	* INSTALL.windows: Add a note about MSYS2.
+
 2023-06-22  Bruno Haible  <bruno@clisp.org>
 
 	Ensure that makeinfo ≥ 6.8 checks the @menu structure.
diff --git a/INSTALL.windows b/INSTALL.windows
index 4d47426..45b1646 100644
--- a/INSTALL.windows
+++ b/INSTALL.windows
@@ -8,7 +8,7 @@ There are three ways to create binaries of this package for Microsoft Windows:
 ===============================================================================
 1) Native binaries, built using the mingw tool chain.
 
-   I recommend to use the Cygwin environment as the development environment
+   I recommend to use the Cygwin environment as the development environment (*)
    and mingw only as the target (runtime, deployment) environment.
    For this, you need to install
      * Cygwin (from https://cygwin.com/),
@@ -57,6 +57,13 @@ There are three ways to create binaries of this package for Microsoft Windows:
 
       make install
 
+   (*) Note: The MSYS2 environment as a development environment is *not*
+       supported.  This environment contains an ignoble and ignominious hack:
+       In a program invocation, the program *by default* receives different
+       arguments than the ones that the caller has passed.  See
+       <https://www.msys2.org/wiki/Porting/#filesystem-namespaces>.
+       All program invocations in this environment are therefore unreliable.
+
 ===============================================================================
 2) Native binaries, built using the MS Visual C/C++ tool chain.