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 fa27cdf369d..840cfe82a57 100644
--- a/PCbuild/get_externals.bat
+++ b/PCbuild/get_externals.bat
@@ -58,7 +58,7 @@ set libraries=%libraries%                                       sqlite-3.31.1.0
 if NOT "%IncludeTkinterSrc%"=="false" set libraries=%libraries% tcl-core-8.6.9.0
 if NOT "%IncludeTkinterSrc%"=="false" set libraries=%libraries% tk-8.6.9.0
 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-1.2.11
 
 for %%e in (%libraries%) do (
diff --git a/PCbuild/python.props b/PCbuild/python.props
index d1d16d61be8..83f83817d8e 100644
--- a/PCbuild/python.props
+++ b/PCbuild/python.props
@@ -58,7 +58,7 @@
     <ExternalsDir Condition="!HasTrailingSlash($(ExternalsDir))">$(ExternalsDir)\</ExternalsDir>
     <sqlite3Dir>$(ExternalsDir)sqlite-3.31.1.0\</sqlite3Dir>
     <bz2Dir>$(ExternalsDir)bzip2-1.0.6\</bz2Dir>
-    <lzmaDir>$(ExternalsDir)xz-5.2.2\</lzmaDir>
+    <lzmaDir>$(ExternalsDir)xz-5.2.5\</lzmaDir>
     <libffiDir>$(ExternalsDir)libffi\</libffiDir>
     <libffiOutDir>$(ExternalsDir)libffi\$(ArchName)\</libffiOutDir>
     <libffiIncludeDir>$(libffiOutDir)include</libffiIncludeDir>