diff --git a/.circleci/config.yml b/.circleci/config.yml
index 62a6fdc6e..55aacc5ff 100644
--- a/.circleci/config.yml
+++ b/.circleci/config.yml
@@ -142,7 +142,9 @@ commands:
 
       - run:
           name: install python
-          command: choco install --allow-downgrade -y python --version=3.8.10
+          # Use python3.9 in Windows instead of python3.8 because otherwise
+          # pytest-notebook's indirect dependency pywinpty will fail to build.
+          command: choco install --allow-downgrade -y python --version=3.9.13
           shell: powershell.exe
 
       - run:
diff --git a/ci/build_and_activate_venv.ps1 b/ci/build_and_activate_venv.ps1
index 01ad7e375..661e32419 100644
--- a/ci/build_and_activate_venv.ps1
+++ b/ci/build_and_activate_venv.ps1
@@ -7,6 +7,6 @@ If ($venv -eq $null) {
    $venv = "venv"
 }
 
-virtualenv -p python3.8 $venv
+virtualenv -p python3.9 $venv
 & $venv\Scripts\activate
 pip install ".[docs,parallel,test]"