diff --git a/R/install.R b/R/install.R
index eb244d0a..1ca096db 100644
--- a/R/install.R
+++ b/R/install.R
@@ -103,6 +103,13 @@ install_cmdstan <- function(dir = NULL,
   } else {
     .cmdstanr$WSL <- FALSE
   }
+  if (os_is_windows() && !os_is_wsl() && version < "2.35.0") {
+    if (Sys.getenv("CMDSTANR_USE_MSYS_TOOLCHAIN") == "") {
+      stop("CmdStan versions prior to 2.35.0 require additional toolchain configuration on Windows.\n",
+            "Please set the environment variable CMDSTANR_USE_MSYS_TOOLCHAIN to 'true' and \n",
+            "call `check_cmdstan_toolchain(fix = TRUE)` before installing CmdStan.", call. = FALSE)
+    }
+  }
   if (check_toolchain) {
     check_cmdstan_toolchain(fix = FALSE, quiet = quiet)
   }
diff --git a/tests/testthat/test-install.R b/tests/testthat/test-install.R
index 211a19c3..b52df719 100644
--- a/tests/testthat/test-install.R
+++ b/tests/testthat/test-install.R
@@ -98,7 +98,7 @@ test_that("install_cmdstan() works with version and release_url", {
   expect_message(
     expect_output(
       install_cmdstan(dir = dir, overwrite = TRUE, cores = 4,
-                      release_url = "https://github.com/stan-dev/cmdstan/releases/download/v2.33.0/cmdstan-2.33.0.tar.gz",
+                      release_url = "https://github.com/stan-dev/cmdstan/releases/download/v2.33.0/cmdstan-2.35.0.tar.gz",
                       wsl = os_is_wsl()),
       "Compiling, linking C++ code",
       fixed = TRUE
@@ -110,7 +110,7 @@ test_that("install_cmdstan() works with version and release_url", {
     expect_message(
       expect_output(
         install_cmdstan(dir = dir, overwrite = TRUE, cores = 4,
-                        version = "2.33.0",
+                        version = "2.35.0",
                         # the URL is intentionally invalid to test that the version has higher priority
                         release_url = "https://github.com/stan-dev/cmdstan/releases/download/v2.27.3/cmdstan-2.27.3.tar.gz",
                         wsl = os_is_wsl()),
@@ -254,10 +254,10 @@ test_that("Install from release file works", {
     dir <- tempdir(check = TRUE)
   }
 
-  destfile = file.path(dir, "cmdstan-2.33.1.tar.gz")
+  destfile = file.path(dir, "cmdstan-2.35.0.tar.gz")
 
   download_with_retries(
-    "https://github.com/stan-dev/cmdstan/releases/download/v2.33.1/cmdstan-2.33.1.tar.gz",
+    "https://github.com/stan-dev/cmdstan/releases/download/v2.35.0/cmdstan-2.35.0.tar.gz",
     destfile)
 
   expect_message(