diff --git a/Misc/NEWS.d/next/Windows/2020-06-04-10-42-04.bpo-40859.isKSw7.rst b/Misc/NEWS.d/next/Windows/2020-06-04-10-42-04.bpo-40859.isKSw7.rst
new file mode 100644
index 00000000000..ef4c727ad28
--- /dev/null
+++ b/Misc/NEWS.d/next/Windows/2020-06-04-10-42-04.bpo-40859.isKSw7.rst
@@ -0,0 +1 @@
+Update Windows build to use xz-5.2.5
diff --git a/PCbuild/get_externals.bat b/PCbuild/get_externals.bat
index 481e06d9fcd..289b7f505b9 100644
--- a/PCbuild/get_externals.bat
+++ b/PCbuild/get_externals.bat
@@ -58,7 +58,7 @@ set libraries=%libraries%                                       sqlite-3.38.1.0
 if NOT "%IncludeTkinterSrc%"=="false" set libraries=%libraries% tcl-core-8.6.12.1
 if NOT "%IncludeTkinterSrc%"=="false" set libraries=%libraries% tk-8.6.12.1
 if NOT "%IncludeTkinterSrc%"=="false" set libraries=%libraries% tix-8.4.3.6
-set libraries=%libraries%                                       xz-5.2.2
+set libraries=%libraries%                                       xz-5.2.5
 set libraries=%libraries%                                       zlib-1.2.12
 
 for %%e in (%libraries%) do (
diff --git a/PCbuild/liblzma.vcxproj b/PCbuild/liblzma.vcxproj
index a6bd59ec0ba..4dd42ab98a9 100644
--- a/PCbuild/liblzma.vcxproj
+++ b/PCbuild/liblzma.vcxproj
@@ -92,7 +92,7 @@
   <ItemDefinitionGroup>
     <ClCompile>
       <PreprocessorDefinitions>WIN32;HAVE_CONFIG_H;_LIB;%(PreprocessorDefinitions)</PreprocessorDefinitions>
-      <AdditionalIncludeDirectories>$(lzmaDir)windows;$(lzmaDir)src/liblzma/common;$(lzmaDir)src/common;$(lzmaDir)src/liblzma/api;$(lzmaDir)src/liblzma/check;$(lzmaDir)src/liblzma/delta;$(lzmaDir)src/liblzma/lz;$(lzmaDir)src/liblzma/lzma;$(lzmaDir)src/liblzma/rangecoder;$(lzmaDir)src/liblzma/simple;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
+      <AdditionalIncludeDirectories>$(lzmaDir)windows/vs2019;$(lzmaDir)src/liblzma/common;$(lzmaDir)src/common;$(lzmaDir)src/liblzma/api;$(lzmaDir)src/liblzma/check;$(lzmaDir)src/liblzma/delta;$(lzmaDir)src/liblzma/lz;$(lzmaDir)src/liblzma/lzma;$(lzmaDir)src/liblzma/rangecoder;$(lzmaDir)src/liblzma/simple;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
       <DisableSpecificWarnings>4028;4113;4133;4244;4267;4996;%(DisableSpecificWarnings)</DisableSpecificWarnings>
     </ClCompile>
   </ItemDefinitionGroup>
@@ -238,7 +238,7 @@
     <ClInclude Include="$(lzmaDir)src\liblzma\simple\simple_decoder.h" />
     <ClInclude Include="$(lzmaDir)src\liblzma\simple\simple_encoder.h" />
     <ClInclude Include="$(lzmaDir)src\liblzma\simple\simple_private.h" />
-    <ClInclude Include="$(lzmaDir)windows\config.h" />
+    <ClInclude Include="$(lzmaDir)windows\vs2019\config.h" />
   </ItemGroup>
   <Import Project="$(VCTargetsPath)\Microsoft.Cpp.targets" />
   <ImportGroup Label="ExtensionTargets">
diff --git a/PCbuild/liblzma.vcxproj.filters b/PCbuild/liblzma.vcxproj.filters
index 3f58351fa9e..ebe2a7d5fa9 100644
--- a/PCbuild/liblzma.vcxproj.filters
+++ b/PCbuild/liblzma.vcxproj.filters
@@ -428,7 +428,7 @@
     <ClInclude Include="$(lzmaDir)src\liblzma\simple\simple_private.h">
       <Filter>Header Files</Filter>
     </ClInclude>
-    <ClInclude Include="$(lzmaDir)windows\config.h">
+    <ClInclude Include="$(lzmaDir)windows\vs2019\config.h">
       <Filter>Header Files</Filter>
     </ClInclude>
   </ItemGroup>
diff --git a/PCbuild/python.props b/PCbuild/python.props
index b9211f60d86..28975ff88ce 100644
--- a/PCbuild/python.props
+++ b/PCbuild/python.props
@@ -63,7 +63,7 @@
     <ExternalsDir Condition="!HasTrailingSlash($(ExternalsDir))">$(ExternalsDir)\</ExternalsDir>
     <sqlite3Dir>$(ExternalsDir)sqlite-3.38.1.0\</sqlite3Dir>
     <bz2Dir>$(ExternalsDir)bzip2-1.0.8\</bz2Dir>
-    <lzmaDir>$(ExternalsDir)xz-5.2.2\</lzmaDir>
+    <lzmaDir>$(ExternalsDir)xz-5.2.5\</lzmaDir>
     <libffiDir>$(ExternalsDir)libffi-3.4.2\</libffiDir>
     <libffiOutDir>$(ExternalsDir)libffi-3.4.2\$(ArchName)\</libffiOutDir>
     <libffiIncludeDir>$(libffiOutDir)include</libffiIncludeDir>