diff --git a/src/edit.c b/src/edit.c
index 23dd57e..c037d1f 100644
--- a/src/edit.c
+++ b/src/edit.c
@@ -987,6 +987,15 @@
 	case K_IGNORE:	/* Something mapped to nothing */
 	    break;
 
+#ifdef FEAT_GUI_W32
+	    /* On Win32 ignore <M-F4>, we get it when closing the window was
+	     * cancelled. */
+	case K_F4:
+	    if (mod_mask != MOD_MASK_ALT)
+		goto normalchar;
+	    break;
+#endif
+
 #ifdef FEAT_GUI
 	case K_VER_SCROLLBAR:
 	    ins_scroll();