diff --git a/python/pyarrow/tests/test_types.py b/python/pyarrow/tests/test_types.py
index c8a52c6b626c2..14d88f3e39874 100644
--- a/python/pyarrow/tests/test_types.py
+++ b/python/pyarrow/tests/test_types.py
@@ -321,6 +321,11 @@ def test_pytz_tzinfo_to_string():
 
 
 def test_dateutil_tzinfo_to_string():
+    if sys.platform == 'win32':
+        # Skip due to new release of python-dateutil
+        # https://github.com/apache/arrow/issues/40485
+        pytest.skip('Skip on Win due to new release of python-dateutil')
+
     pytest.importorskip("dateutil")
     import dateutil.tz