diff --git a/src/video/windows/SDL_windowsevents.c b/src/video/windows/SDL_windowsevents.c
index 00ef203c0..42127065d 100644
--- a/src/video/windows/SDL_windowsevents.c
+++ b/src/video/windows/SDL_windowsevents.c
@@ -979,7 +979,9 @@ WIN_WindowProc(HWND hwnd, UINT msg, WPARAM wParam, LPARAM lParam)
            being lost. This then causes a cascading failure where SDL_WINDOWEVENT_ENTER / SDL_WINDOWEVENT_LEAVE
            can stop firing permanently, due to the focus being in the wrong state and TrackMouseEvent never
            resubscribing. */
-        SDL_SetMouseFocus(NULL);
+        const SDL_bool isCapture = ((data->window->flags & SDL_WINDOW_MOUSE_CAPTURE) != 0);
+        if (!isCapture)
+            SDL_SetMouseFocus(NULL);
 
         returnCode = 0;
         break;