diff --git a/docs/howto/basics.md b/docs/howto/basics.md
index 4fd2fe154..dbe638497 100644
--- a/docs/howto/basics.md
+++ b/docs/howto/basics.md
@@ -12,4 +12,5 @@ basics/tasks
 basics/defer
 basics/worker
 basics/command_line
+basics/windows
 :::
diff --git a/docs/howto/basics/windows.md b/docs/howto/basics/windows.md
new file mode 100644
index 000000000..32155e651
--- /dev/null
+++ b/docs/howto/basics/windows.md
@@ -0,0 +1,20 @@
+# Running on Windows
+
+Procrastinate has been manually tested and is known to work on Windows. However,
+there are a few things to keep in mind:
+
+-  Due to the way signals are implemented on Windows (in short, they are not fully supported),
+  the worker will not be able to gracefully stop when receiving a `SIGINT` or `SIGTERM` signal
+  as described in the {doc}`../production/retry_stalled_jobs` guide. This means that any running
+  jobs will be halted abruptly.
+
+- We do not use windows for running Procrastinate in production, so we may not
+  be aware of all the issues that may arise.
+
+- There are no automated tests in place for windows, so it's possible you encounter
+  bugs. If you know what needs to be fixed, we accept
+  [pull requests](https://github.com/procrastinate-org/procrastinate/pulls).
+  Thank you!
+
+Given these limitations, we strongly advise using a Unix-like system for running Procrastinate
+in production. Windows should primarily be used for development purposes only.
diff --git a/procrastinate/cli.py b/procrastinate/cli.py
index 169a29d0d..0910352f3 100644
--- a/procrastinate/cli.py
+++ b/procrastinate/cli.py
@@ -659,4 +659,6 @@ async def shell_(app: procrastinate.App, shell_command: list[str]):
 
 
 def main():
+    if os.name == "nt":
+        asyncio.set_event_loop_policy(asyncio.WindowsSelectorEventLoopPolicy())
     asyncio.run(cli(sys.argv[1:]))
diff --git a/procrastinate/contrib/django/management/commands/procrastinate.py b/procrastinate/contrib/django/management/commands/procrastinate.py
index 22bf59f17..1b73eb185 100644
--- a/procrastinate/contrib/django/management/commands/procrastinate.py
+++ b/procrastinate/contrib/django/management/commands/procrastinate.py
@@ -2,6 +2,7 @@
 
 import asyncio
 import contextlib
+import os
 
 from django.core.management.base import BaseCommand
 
@@ -24,6 +25,9 @@ def add_arguments(self, parser):
     suppressed_base_arguments = {"-v", "--version"}
 
     def handle(self, *args, **kwargs):
+        if os.name == "nt":
+            asyncio.set_event_loop_policy(asyncio.WindowsSelectorEventLoopPolicy())
+
         kwargs = {k: v for k, v in kwargs.items() if k not in self._django_options}
         context = contextlib.nullcontext()
 
diff --git a/procrastinate/signals.py b/procrastinate/signals.py
index a88bb5bb2..e13446e37 100644
--- a/procrastinate/signals.py
+++ b/procrastinate/signals.py
@@ -3,6 +3,7 @@
 import asyncio
 import contextlib
 import logging
+import os
 import signal
 import threading
 from typing import Any, Callable
@@ -25,6 +26,13 @@
 
 @contextlib.contextmanager
 def on_stop(callback: Callable[[], None]):
+    if os.name == "nt":
+        logger.warning(
+            "Skipping signal handling, does not work on Windows",
+            extra={"action": "skip_signal_handlers"},
+        )
+        yield
+        return
     if threading.current_thread() is not threading.main_thread():
         logger.warning(
             "Skipping signal handling, because this is not the main thread",