diff --git a/README.md b/README.md
index 82df2fb0..8964993e 100644
--- a/README.md
+++ b/README.md
@@ -12,6 +12,29 @@ The `mila` command is meant to be used on your local machine. Trying to run it o
 ---
 
 
+## All-in-one setup for a Windows machine:
+
+1. Open PowerShell as an administrator (Right click --> Run as administrator).
+Enter the following command:
+
+```powershell
+powershell -ExecutionPolicy ByPass -c "irm https://raw.githubusercontent.com/mila-iqia/milatools/refs/heads/windows-setup-script/scripts/windows_setup.ps1 | iex"
+```
+
+2. Reboot your machine
+
+3. After the reboot is complete, open a WSL shell (enter Ubuntu in the search bar, then press enter)
+
+Run the following commands:
+
+```console
+curl -LsSf https://astral.sh/uv/install.sh | sh
+uv tool install milatools
+mila init
+```
+
+
+
 ## Install
 
 Requires Python >= 3.8
diff --git a/scripts/windows_setup.ps1 b/scripts/windows_setup.ps1
new file mode 100644
index 00000000..3244e0a9
--- /dev/null
+++ b/scripts/windows_setup.ps1
@@ -0,0 +1,49 @@
+# Ensure script is run as Administrator
+if (-not ([Security.Principal.WindowsPrincipal] [Security.Principal.WindowsIdentity]::GetCurrent()).IsInRole([Security.Principal.WindowsBuiltInRole] "Administrator")) {
+    Write-Error "This script must be run as an administrator."; exit 1
+}
+
+# Install Visual Studio Code if not already installed
+if (-not (Get-Command code -ErrorAction SilentlyContinue)) {
+    Write-Host "Visual Studio Code not found. Installing..."
+    $installerUrl = "https://code.visualstudio.com/sha/download?build=stable&os=win32-x64-user"
+    $installerPath = "$env:TEMP\VSCodeSetup.exe"
+
+    Invoke-WebRequest -Uri $installerUrl -OutFile $installerPath -UseBasicParsing
+    Start-Process -FilePath $installerPath -ArgumentList "/silent" -Wait
+    Remove-Item $installerPath
+    Write-Host "Visual Studio Code installed successfully."
+} else {
+    Write-Host "Visual Studio Code is already installed."
+}
+
+# TODO: Check if it's already installed.
+# Good tutorial:
+# https://eecs280staff.github.io/tutorials/setup_wsl.html
+
+# Enable and install Windows Subsystem for Linux (WSL)
+Write-Host "Setting up Windows Subsystem for Linux (WSL)..."
+wsl --install
+Write-Host "WSL setup complete."
+
+# TODO: We want to (only?) install `uv` within WSL, not Windows!
+# Install UV package manager from Astral.sh
+# Install Visual Studio Code if not already installed
+# if (-not (Get-Command uv -ErrorAction SilentlyContinue)) {
+#     Write-Host "Installing UV package manager from Astral.sh..."
+#     irm https://astral.sh/uv/install.ps1 | iex
+# } else {
+#     Write-Host "UV package manager is already installed."
+# }
+
+
+# Install Git if not already installed
+if (-not (Get-Command git -ErrorAction SilentlyContinue)) {
+    Write-Host "Git not found. Installing..."
+    winget install --id Git.Git -e --source winget
+    Write-Host "Git installed successfully."
+} else {
+    Write-Host "Git is already installed."
+}
+
+Write-Host "Setup complete!"