diff --git a/examples/win32/Win32.cpp b/examples/win32/Win32.cpp
index 0c1fdee0c..bb705260b 100644
--- a/examples/win32/Win32.cpp
+++ b/examples/win32/Win32.cpp
@@ -3,6 +3,9 @@
 // Headers
 ////////////////////////////////////////////////////////////
 #include <SFML/Graphics.hpp>
+#ifndef WIN32_LEAN_AND_MEAN
+#define WIN32_LEAN_AND_MEAN
+#endif
 #include <windows.h>
 #include <cmath>
 
diff --git a/include/SFML/OpenGL.hpp b/include/SFML/OpenGL.hpp
index 0cfa00161..0ba458d74 100644
--- a/include/SFML/OpenGL.hpp
+++ b/include/SFML/OpenGL.hpp
@@ -40,6 +40,9 @@
 
     // The Visual C++ version of gl.h uses WINGDIAPI and APIENTRY but doesn't define them
     #ifdef _MSC_VER
+        #ifndef WIN32_LEAN_AND_MEAN
+            #define WIN32_LEAN_AND_MEAN
+        #endif
         #include <windows.h>
     #endif
 
@@ -67,7 +70,7 @@
 
     #include <GLES/gl.h>
     #include <GLES/glext.h>
-    
+
     // We're not using OpenGL ES 2+ yet, but we can use the sRGB extension
     #include <GLES2/gl2platform.h>
     #include <GLES2/gl2ext.h>
diff --git a/src/SFML/Main/MainWin32.cpp b/src/SFML/Main/MainWin32.cpp
index 3e76a7ffa..9b6b12968 100644
--- a/src/SFML/Main/MainWin32.cpp
+++ b/src/SFML/Main/MainWin32.cpp
@@ -39,7 +39,8 @@
 
 #ifdef SFML_SYSTEM_WINDOWS
 
-#include <windows.h>
+#include <SFML/System/Win32/WindowsHeader.hpp>
+#include <cstdlib> // for `__argc` and `__argv`
 
 extern int main(int argc, char* argv[]);
 
diff --git a/src/SFML/Network/Win32/SocketImpl.hpp b/src/SFML/Network/Win32/SocketImpl.hpp
index 5d6b398d7..a2991c0af 100644
--- a/src/SFML/Network/Win32/SocketImpl.hpp
+++ b/src/SFML/Network/Win32/SocketImpl.hpp
@@ -28,15 +28,8 @@
 ////////////////////////////////////////////////////////////
 // Headers
 ////////////////////////////////////////////////////////////
-#ifdef _WIN32_WINDOWS
-    #undef _WIN32_WINDOWS
-#endif
-#ifdef _WIN32_WINNT
-    #undef _WIN32_WINNT
-#endif
-#define _WIN32_WINDOWS 0x0501
-#define _WIN32_WINNT   0x0501
 #include <SFML/Network/Socket.hpp>
+#include <SFML/System/Win32/WindowsHeader.hpp>
 #include <winsock2.h>
 #include <ws2tcpip.h>
 
diff --git a/src/SFML/System/Win32/WindowsHeader.hpp b/src/SFML/System/Win32/WindowsHeader.hpp
new file mode 100644
index 000000000..c0a87e1a1
--- /dev/null
+++ b/src/SFML/System/Win32/WindowsHeader.hpp
@@ -0,0 +1,50 @@
+////////////////////////////////////////////////////////////
+//
+// SFML - Simple and Fast Multimedia Library
+// Copyright (C) 2007-2021 Laurent Gomila (laurent@sfml-dev.org)
+//
+// This software is provided 'as-is', without any express or implied warranty.
+// In no event will the authors be held liable for any damages arising from the use of this software.
+//
+// Permission is granted to anyone to use this software for any purpose,
+// including commercial applications, and to alter it and redistribute it freely,
+// subject to the following restrictions:
+//
+// 1. The origin of this software must not be misrepresented;
+//    you must not claim that you wrote the original software.
+//    If you use this software in a product, an acknowledgment
+//    in the product documentation would be appreciated but is not required.
+//
+// 2. Altered source versions must be plainly marked as such,
+//    and must not be misrepresented as being the original software.
+//
+// 3. This notice may not be removed or altered from any source distribution.
+//
+////////////////////////////////////////////////////////////
+
+#ifndef SFML_WINDOWSHEADER_HPP
+#define SFML_WINDOWSHEADER_HPP
+
+#ifndef NOMINMAX
+#define NOMINMAX
+#endif
+
+#ifndef WIN32_LEAN_AND_MEAN
+#define WIN32_LEAN_AND_MEAN
+#endif
+
+#ifndef _WIN32_WINDOWS
+#define _WIN32_WINDOWS 0x0501
+#endif
+
+#ifndef _WIN32_WINNT
+#define _WIN32_WINNT 0x0501
+#endif
+
+#ifndef WINVER
+#define WINVER 0x0501
+#endif
+
+#include <windows.h>
+
+#endif // SFML_WINDOWSHEADER_HPP
diff --git a/src/SFML/Window/Win32/ClipboardImpl.cpp b/src/SFML/Window/Win32/ClipboardImpl.cpp
index 4a678bf40..8f4a234dc 100644
--- a/src/SFML/Window/Win32/ClipboardImpl.cpp
+++ b/src/SFML/Window/Win32/ClipboardImpl.cpp
@@ -26,9 +26,9 @@
 // Headers
 ////////////////////////////////////////////////////////////
 #include <SFML/Window/Win32/ClipboardImpl.hpp>
+#include <SFML/System/Win32/WindowsHeader.hpp>
 #include <SFML/System/String.hpp>
 #include <iostream>
-#include <windows.h>
 
 
 namespace sf
diff --git a/src/SFML/Window/Win32/CursorImpl.cpp b/src/SFML/Window/Win32/CursorImpl.cpp
index b2711e49e..5b1861a9d 100755
--- a/src/SFML/Window/Win32/CursorImpl.cpp
+++ b/src/SFML/Window/Win32/CursorImpl.cpp
@@ -26,9 +26,11 @@
 // Headers
 ////////////////////////////////////////////////////////////
 #include <SFML/Window/Win32/CursorImpl.hpp>
+#include <SFML/System/Win32/WindowsHeader.hpp>
 #include <SFML/System/Err.hpp>
 #include <cstring>
 
+
 namespace sf
 {
 namespace priv
@@ -188,7 +190,7 @@ bool CursorImpl::loadFromSystem(Cursor::Type type)
 void CursorImpl::release()
 {
     if (m_cursor && !m_systemCursor) {
-        DestroyCursor(m_cursor);
+        DestroyCursor(static_cast<HCURSOR>(m_cursor));
         m_cursor = nullptr;
     }
 }
diff --git a/src/SFML/Window/Win32/CursorImpl.hpp b/src/SFML/Window/Win32/CursorImpl.hpp
index 2318143ce..e545e7ce0 100755
--- a/src/SFML/Window/Win32/CursorImpl.hpp
+++ b/src/SFML/Window/Win32/CursorImpl.hpp
@@ -32,8 +32,6 @@
 #include <SFML/System/NonCopyable.hpp>
 #include <SFML/System/Vector2.hpp>
 
-#include <windows.h>
-
 namespace sf
 {
 
@@ -92,8 +90,8 @@ private:
     ////////////////////////////////////////////////////////////
     // Member data
     ////////////////////////////////////////////////////////////
-    HCURSOR m_cursor;
-    bool m_systemCursor;
+    void* m_cursor; // Type erasure via `void*` is used here to avoid depending on `windows.h`
+    bool  m_systemCursor;
 };
 
 } // namespace priv
diff --git a/src/SFML/Window/Win32/InputImpl.cpp b/src/SFML/Window/Win32/InputImpl.cpp
index dc37cf9f0..f0603ce19 100644
--- a/src/SFML/Window/Win32/InputImpl.cpp
+++ b/src/SFML/Window/Win32/InputImpl.cpp
@@ -25,17 +25,9 @@
 ////////////////////////////////////////////////////////////
 // Headers
 ////////////////////////////////////////////////////////////
-#ifdef _WIN32_WINDOWS
-    #undef _WIN32_WINDOWS
-#endif
-#ifdef _WIN32_WINNT
-    #undef _WIN32_WINNT
-#endif
-#define _WIN32_WINDOWS 0x0501
-#define _WIN32_WINNT   0x0501
 #include <SFML/Window/Window.hpp>
 #include <SFML/Window/Win32/InputImpl.hpp>
-#include <windows.h>
+#include <SFML/System/Win32/WindowsHeader.hpp>
 
 
 namespace sf
diff --git a/src/SFML/Window/Win32/JoystickImpl.cpp b/src/SFML/Window/Win32/JoystickImpl.cpp
index 79f1babed..c447bf192 100644
--- a/src/SFML/Window/Win32/JoystickImpl.cpp
+++ b/src/SFML/Window/Win32/JoystickImpl.cpp
@@ -26,9 +26,9 @@
 // Headers
 ////////////////////////////////////////////////////////////
 #include <SFML/Window/JoystickImpl.hpp>
+#include <SFML/System/Win32/WindowsHeader.hpp>
 #include <SFML/System/Clock.hpp>
 #include <SFML/System/Err.hpp>
-#include <windows.h>
 #include <tchar.h>
 #include <regstr.h>
 #include <algorithm>
diff --git a/src/SFML/Window/Win32/JoystickImpl.hpp b/src/SFML/Window/Win32/JoystickImpl.hpp
index 3377a9b91..d9d97b237 100644
--- a/src/SFML/Window/Win32/JoystickImpl.hpp
+++ b/src/SFML/Window/Win32/JoystickImpl.hpp
@@ -28,18 +28,9 @@
 ////////////////////////////////////////////////////////////
 // Headers
 ////////////////////////////////////////////////////////////
-#ifdef _WIN32_WINDOWS
-    #undef _WIN32_WINDOWS
-#endif
-#ifdef _WIN32_WINNT
-    #undef _WIN32_WINNT
-#endif
-#define _WIN32_WINDOWS      0x0501
-#define _WIN32_WINNT        0x0501
-#define DIRECTINPUT_VERSION 0x0800
 #include <SFML/Window/Joystick.hpp>
 #include <SFML/Window/JoystickImpl.hpp>
-#include <windows.h>
+#include <SFML/System/Win32/WindowsHeader.hpp>
 #include <mmsystem.h>
 #include <dinput.h>
 
diff --git a/src/SFML/Window/Win32/VideoModeImpl.cpp b/src/SFML/Window/Win32/VideoModeImpl.cpp
index 1fd5bc000..5d58ef31e 100644
--- a/src/SFML/Window/Win32/VideoModeImpl.cpp
+++ b/src/SFML/Window/Win32/VideoModeImpl.cpp
@@ -26,7 +26,7 @@
 // Headers
 ////////////////////////////////////////////////////////////
 #include <SFML/Window/VideoModeImpl.hpp>
-#include <windows.h>
+#include <SFML/System/Win32/WindowsHeader.hpp>
 #include <algorithm>
 
 
diff --git a/src/SFML/Window/Win32/VulkanImplWin32.cpp b/src/SFML/Window/Win32/VulkanImplWin32.cpp
index ff4a1dabb..5a4ce3436 100644
--- a/src/SFML/Window/Win32/VulkanImplWin32.cpp
+++ b/src/SFML/Window/Win32/VulkanImplWin32.cpp
@@ -26,10 +26,7 @@
 // Headers
 ////////////////////////////////////////////////////////////
 #include <SFML/Window/Win32/VulkanImplWin32.hpp>
-#ifndef WIN32_LEAN_AND_MEAN
-#define WIN32_LEAN_AND_MEAN
-#endif
-#include <windows.h>
+#include <SFML/System/Win32/WindowsHeader.hpp>
 #define VK_USE_PLATFORM_WIN32_KHR
 #define VK_NO_PROTOTYPES
 #include <vulkan.h>
diff --git a/src/SFML/Window/Win32/WindowImplWin32.cpp b/src/SFML/Window/Win32/WindowImplWin32.cpp
index f7f559db8..573079945 100755
--- a/src/SFML/Window/Win32/WindowImplWin32.cpp
+++ b/src/SFML/Window/Win32/WindowImplWin32.cpp
@@ -25,20 +25,9 @@
 ////////////////////////////////////////////////////////////
 // Headers
 ////////////////////////////////////////////////////////////
-#ifdef _WIN32_WINDOWS
-    #undef _WIN32_WINDOWS
-#endif
-#ifdef _WIN32_WINNT
-    #undef _WIN32_WINNT
-#endif
-#ifdef WINVER
-    #undef WINVER
-#endif
-#define _WIN32_WINDOWS 0x0501
-#define _WIN32_WINNT   0x0501
-#define WINVER         0x0501
 #include <SFML/Window/Win32/WindowImplWin32.hpp>
 #include <SFML/Window/WindowStyle.hpp>
+#include <SFML/Window/JoystickImpl.hpp>
 #include <SFML/System/Err.hpp>
 #include <SFML/System/Utf.hpp>
 // dbt.h is lowercase here, as a cross-compile on linux with mingw-w64
@@ -417,7 +406,7 @@ void WindowImplWin32::setMouseCursorGrabbed(bool grabbed)
 ////////////////////////////////////////////////////////////
 void WindowImplWin32::setMouseCursor(const CursorImpl& cursor)
 {
-    m_lastCursor = cursor.m_cursor;
+    m_lastCursor = static_cast<HCURSOR>(cursor.m_cursor);
     SetCursor(m_cursorVisible ? m_lastCursor : nullptr);
 }
 
diff --git a/src/SFML/Window/Win32/WindowImplWin32.hpp b/src/SFML/Window/Win32/WindowImplWin32.hpp
index 04fd3bd0b..978871a5c 100755
--- a/src/SFML/Window/Win32/WindowImplWin32.hpp
+++ b/src/SFML/Window/Win32/WindowImplWin32.hpp
@@ -30,8 +30,8 @@
 ////////////////////////////////////////////////////////////
 #include <SFML/Window/Event.hpp>
 #include <SFML/Window/WindowImpl.hpp>
+#include <SFML/System/Win32/WindowsHeader.hpp>
 #include <SFML/System/String.hpp>
-#include <windows.h>
 
 
 namespace sf
diff --git a/src/SFML/Window/WindowImpl.cpp b/src/SFML/Window/WindowImpl.cpp
index 803e1e3ae..dd85d610c 100644
--- a/src/SFML/Window/WindowImpl.cpp
+++ b/src/SFML/Window/WindowImpl.cpp
@@ -27,6 +27,7 @@
 ////////////////////////////////////////////////////////////
 #include <SFML/Window/WindowImpl.hpp>
 #include <SFML/Window/Event.hpp>
+#include <SFML/Window/JoystickImpl.hpp>
 #include <SFML/Window/JoystickManager.hpp>
 #include <SFML/Window/SensorManager.hpp>
 #include <SFML/System/Sleep.hpp>
@@ -77,6 +78,12 @@ namespace sf
 {
 namespace priv
 {
+////////////////////////////////////////////////////////////
+struct WindowImpl::JoystickStatesImpl
+{
+    JoystickState m_states[Joystick::Count]; //!< Previous state of the joysticks
+};
+
 ////////////////////////////////////////////////////////////
 WindowImpl* WindowImpl::create(VideoMode mode, const String& title, Uint32 style, const ContextSettings& settings)
 {
@@ -93,13 +100,14 @@ WindowImpl* WindowImpl::create(WindowHandle handle)
 
 ////////////////////////////////////////////////////////////
 WindowImpl::WindowImpl() :
+m_joystickStatesImpl(new JoystickStatesImpl),
 m_joystickThreshold(0.1f)
 {
     // Get the initial joystick states
     JoystickManager::getInstance().update();
     for (unsigned int i = 0; i < Joystick::Count; ++i)
     {
-        m_joystickStates[i] = JoystickManager::getInstance().getState(i);
+        m_joystickStatesImpl->m_states[i] = JoystickManager::getInstance().getState(i);
         std::fill_n(m_previousAxes[i], static_cast<std::size_t>(Joystick::AxisCount), 0.f);
     }
 
@@ -112,7 +120,7 @@ m_joystickThreshold(0.1f)
 ////////////////////////////////////////////////////////////
 WindowImpl::~WindowImpl()
 {
-    // Nothing to do
+    delete m_joystickStatesImpl;
 }
 
 
@@ -179,11 +187,11 @@ void WindowImpl::processJoystickEvents()
     for (unsigned int i = 0; i < Joystick::Count; ++i)
     {
         // Copy the previous state of the joystick and get the new one
-        JoystickState previousState = m_joystickStates[i];
-        m_joystickStates[i] = JoystickManager::getInstance().getState(i);
+        JoystickState previousState = m_joystickStatesImpl->m_states[i];
+        m_joystickStatesImpl->m_states[i] = JoystickManager::getInstance().getState(i);
 
         // Connection state
-        bool connected = m_joystickStates[i].connected;
+        bool connected = m_joystickStatesImpl->m_states[i].connected;
         if (previousState.connected ^ connected)
         {
             Event event;
@@ -207,7 +215,7 @@ void WindowImpl::processJoystickEvents()
                 {
                     auto axis = static_cast<Joystick::Axis>(j);
                     float prevPos = m_previousAxes[i][axis];
-                    float currPos = m_joystickStates[i].axes[axis];
+                    float currPos = m_joystickStatesImpl->m_states[i].axes[axis];
                     if (std::abs(currPos - prevPos) >= m_joystickThreshold)
                     {
                         Event event;
@@ -226,7 +234,7 @@ void WindowImpl::processJoystickEvents()
             for (unsigned int j = 0; j < caps.buttonCount; ++j)
             {
                 bool prevPressed = previousState.buttons[j];
-                bool currPressed = m_joystickStates[i].buttons[j];
+                bool currPressed = m_joystickStatesImpl->m_states[i].buttons[j];
 
                 if (prevPressed ^ currPressed)
                 {
diff --git a/src/SFML/Window/WindowImpl.hpp b/src/SFML/Window/WindowImpl.hpp
index 9557fe513..b81111302 100644
--- a/src/SFML/Window/WindowImpl.hpp
+++ b/src/SFML/Window/WindowImpl.hpp
@@ -35,7 +35,6 @@
 #include <SFML/Window/CursorImpl.hpp>
 #include <SFML/Window/Event.hpp>
 #include <SFML/Window/Joystick.hpp>
-#include <SFML/Window/JoystickImpl.hpp>
 #include <SFML/Window/Sensor.hpp>
 #include <SFML/Window/SensorImpl.hpp>
 #include <SFML/Window/VideoMode.hpp>
@@ -266,6 +265,7 @@ protected:
     virtual void processEvents() = 0;
 
 private:
+    struct JoystickStatesImpl;
 
     ////////////////////////////////////////////////////////////
     /// \brief Read the joysticks state and generate the appropriate events
@@ -282,11 +282,11 @@ private:
     ////////////////////////////////////////////////////////////
     // Member data
     ////////////////////////////////////////////////////////////
-    std::queue<Event> m_events;                                              //!< Queue of available events
-    JoystickState     m_joystickStates[Joystick::Count];                     //!< Previous state of the joysticks
-    Vector3f          m_sensorValue[Sensor::Count];                          //!< Previous value of the sensors
-    float             m_joystickThreshold;                                   //!< Joystick threshold (minimum motion for "move" event to be generated)
-    float             m_previousAxes[Joystick::Count][Joystick::AxisCount];  //!< Position of each axis last time a move event triggered, in range [-100, 100]
+    std::queue<Event>   m_events;                                              //!< Queue of available events
+    JoystickStatesImpl* m_joystickStatesImpl;                                  //!< Previous state of the joysticks (PImpl)
+    Vector3f            m_sensorValue[Sensor::Count];                          //!< Previous value of the sensors
+    float               m_joystickThreshold;                                   //!< Joystick threshold (minimum motion for "move" event to be generated)
+    float               m_previousAxes[Joystick::Count][Joystick::AxisCount];  //!< Position of each axis last time a move event triggered, in range [-100, 100]
 };
 
 } // namespace priv