diff --git a/docs/config.rst b/docs/config.rst
index c25bf83f..7a5e4da1 100644
--- a/docs/config.rst
+++ b/docs/config.rst
@@ -594,9 +594,12 @@ exist on the parent dict will be initialized to an empty dict.
 
     app.config["MYAPI"]["credentials"]["username"]  # Is "user123"
 
-For even more config loading features, including merging, try a
-dedicated library such as Dynaconf_, which includes integration with
-Flask.
+On Windows, environment variable keys are always uppercase, therefore
+the above example would end up as ``MYAPI__CREDENTIALS__USERNAME``.
+
+For even more config loading features, including merging and
+case-insensitive Windows support, try a dedicated library such as
+Dynaconf_, which includes integration with Flask.
 
 .. _Dynaconf: https://www.dynaconf.com/
 
diff --git a/tests/test_config.py b/tests/test_config.py
index 22aacd36..bbe4f1e2 100644
--- a/tests/test_config.py
+++ b/tests/test_config.py
@@ -79,12 +79,24 @@ def test_from_prefixed_env_nested(monkeypatch):
     app.config["EXIST"] = {"ok": "value", "flag": True, "inner": {"ik": 1}}
     app.config.from_prefixed_env()
 
-    assert app.config["EXIST"] == {
-        "ok": "other",
-        "flag": True,
-        "inner": {"ik": 2},
-        "new": {"more": {"k": False}},
-    }
+    if os.name != "nt":
+        assert app.config["EXIST"] == {
+            "ok": "other",
+            "flag": True,
+            "inner": {"ik": 2},
+            "new": {"more": {"k": False}},
+        }
+    else:
+        # Windows env var keys are always uppercase.
+        assert app.config["EXIST"] == {
+            "ok": "value",
+            "OK": "other",
+            "flag": True,
+            "inner": {"ik": 1},
+            "INNER": {"IK": 2},
+            "NEW": {"MORE": {"k": False}},
+        }
+
     assert app.config["NEW"] == {"K": "v"}