diff --git a/test/CMakeLists.txt b/test/CMakeLists.txt
index 42a839d50e6..8dd294ed847 100644
--- a/test/CMakeLists.txt
+++ b/test/CMakeLists.txt
@@ -287,6 +287,8 @@ add_executable(
 
 add_dependencies(tiledb_unit tiledb_test_support_lib)
 
+target_compile_options(tiledb_unit PRIVATE "$<$<CXX_COMPILER_ID:MSVC>:/utf-8>")
+
 # We want tests to continue as normal even as the API is changing,
 # so don't warn for deprecations, since they'll be escalated to errors.
 if (NOT MSVC)
diff --git a/test/src/unit-win-filesystem.cc b/test/src/unit-win-filesystem.cc
index 7168524cba9..6e888a44bb9 100644
--- a/test/src/unit-win-filesystem.cc
+++ b/test/src/unit-win-filesystem.cc
@@ -42,6 +42,8 @@
 #include "tiledb/sm/filesystem/path_win.h"
 #include "tiledb/sm/filesystem/win.h"
 
+#include <Windows.h>
+
 using namespace tiledb::common;
 using namespace tiledb::sm;
 
@@ -285,4 +287,36 @@ TEST_CASE_METHOD(
           Crypto::MD5_DIGEST_BYTES) == 0);
 }
 
+// Uses RAII to temporarily change the Win32 thread UI language.
+class ChangeThreadUILanguage {
+ public:
+  ChangeThreadUILanguage(LANGID langid) {
+    old_langid_ = ::GetThreadUILanguage();
+    ::SetThreadUILanguage(langid);
+  }
+  ~ChangeThreadUILanguage() {
+    ::SetThreadUILanguage(old_langid_);
+  }
+
+ private:
+  LANGID old_langid_;
+};
+
+// This test requires the Greek language pack to be installed.
+TEST_CASE("Test UTF-8 error messages", "[.hide][windows][utf8-msgs]") {
+  // Change the thread UI language to Greek, to test that an error message with
+  // Unicode characters is received correctly.
+  ChangeThreadUILanguage change_langid(
+      MAKELANGID(LANG_GREEK, SUBLANG_GREEK_GREECE));
+
+  Win win;
+  REQUIRE(win.init(Config()).ok());
+  // NUL is a special file on Windows; deleting it should always fail.
+  Status st = win.remove_file("NUL");
+  REQUIRE(!st.ok());
+  auto message = st.message();
+  auto expected = u8"Δεν επιτρέπεται η πρόσβαση.";  // Access denied.
+  REQUIRE(message.find((char*)expected) != std::string::npos);
+}
+
 #endif  // _WIN32
diff --git a/tiledb/sm/filesystem/win.cc b/tiledb/sm/filesystem/win.cc
index 57cf3743253..b642a804bae 100644
--- a/tiledb/sm/filesystem/win.cc
+++ b/tiledb/sm/filesystem/win.cc
@@ -31,33 +31,33 @@
  */
 #ifdef _WIN32
 
-#include "win.h"
-#include "path_win.h"
-#include "tiledb/common/common.h"
-#include "tiledb/common/filesystem/directory_entry.h"
-#include "tiledb/common/heap_memory.h"
-#include "tiledb/common/logger.h"
-#include "tiledb/common/scoped_executor.h"
-#include "tiledb/common/stdx_string.h"
-#include "tiledb/sm/misc/constants.h"
-#include "tiledb/sm/misc/tdb_math.h"
-#include "tiledb/sm/misc/utils.h"
-#include "uri.h"
-
 #if !defined(NOMINMAX)
 #define NOMINMAX  // suppress definition of min/max macros in Windows headers
 #endif
 #include <Shlwapi.h>
 #include <Windows.h>
-#include <strsafe.h>
-#include <wininet.h>  // For INTERNET_MAX_URL_LENGTH
 #include <algorithm>
 #include <cassert>
+#include <codecvt>
 #include <fstream>
 #include <iostream>
+#include <locale>
 #include <sstream>
 #include <string_view>
 
+#include "path_win.h"
+#include "tiledb/common/common.h"
+#include "tiledb/common/filesystem/directory_entry.h"
+#include "tiledb/common/heap_memory.h"
+#include "tiledb/common/logger.h"
+#include "tiledb/common/scoped_executor.h"
+#include "tiledb/common/stdx_string.h"
+#include "tiledb/sm/misc/constants.h"
+#include "tiledb/sm/misc/tdb_math.h"
+#include "tiledb/sm/misc/utils.h"
+#include "uri.h"
+#include "win.h"
+
 using namespace tiledb::common;
 using tiledb::common::filesystem::directory_entry;
 
@@ -67,14 +67,22 @@ namespace sm {
 namespace {
 /** Returns the last Windows error message string. */
 std::string get_last_error_msg_desc(decltype(GetLastError()) gle) {
-  LPVOID lpMsgBuf = nullptr;
-  if (FormatMessage(
+  LPWSTR lpMsgBuf = nullptr;
+  // FormatMessageW allocates a buffer that must be freed with LocalFree.
+  if (FormatMessageW(
           FORMAT_MESSAGE_ALLOCATE_BUFFER | FORMAT_MESSAGE_FROM_SYSTEM |
               FORMAT_MESSAGE_IGNORE_INSERTS,
           NULL,
           gle,
-          MAKELANGID(LANG_NEUTRAL, SUBLANG_DEFAULT),
-          (LPTSTR)&lpMsgBuf,
+          // By passing zero as the language ID, Windows will try the following
+          // languages in order:
+          // * Language neutral
+          // * Thread LANGID, based on the thread's locale value
+          // * User default LANGID, based on the user's default locale value
+          // * System default LANGID, based on the system default locale value
+          // * US English
+          0,
+          (LPWSTR)&lpMsgBuf,
           0,
           NULL) == 0) {
     if (lpMsgBuf) {
@@ -82,7 +90,9 @@ std::string get_last_error_msg_desc(decltype(GetLastError()) gle) {
     }
     return "unknown error";
   }
-  std::string msg(reinterpret_cast<char*>(lpMsgBuf));
+  // Convert to UTF-8.
+  std::string msg =
+      std::wstring_convert<std::codecvt_utf8<wchar_t>>{}.to_bytes(lpMsgBuf);
   LocalFree(lpMsgBuf);
   return msg;
 }