diff --git a/src/video/win32_v.cpp b/src/video/win32_v.cpp
index 02ad4a2d45..e945ba680e 100644
--- a/src/video/win32_v.cpp
+++ b/src/video/win32_v.cpp
@@ -621,6 +621,9 @@ static LRESULT CALLBACK WndProcGdi(HWND hwnd, UINT msg, WPARAM wParam, LPARAM lP
 
 #if !defined(WINCE)
 		case WM_ACTIVATE: {
+			/* Don't do anything if we are closing openttd */
+			if (_exit_game) break;
+
 			bool active = (LOWORD(wParam) != WA_INACTIVE);
 			bool minimized = (HIWORD(wParam) != 0);
 			if (_wnd.fullscreen) {