diff --git a/docs/installation.rst b/docs/installation.rst
index 731c88a68..b80d8e7b3 100644
--- a/docs/installation.rst
+++ b/docs/installation.rst
@@ -332,6 +332,7 @@ Use the Cygwin installer to install the dependencies::
     libssl-devel libxxhash-devel liblz4-devel libzstd-devel
     binutils gcc-g++ git make openssh
 
+Make sure to use a virtual environment to avoid confusions with any Python installed on Windows.
 
 .. _windows-binary: