diff --git a/windows/README.txt b/windows/README.txt
index 32578efe54b2cfd03fb273e0fb81ff627541719e..2c52896e493767cfc1d75c3479f3c56bbdfdce54 100644
--- a/windows/README.txt
+++ b/windows/README.txt
@@ -52,10 +52,10 @@ Using Dynare with Octave
 Dynare also works on top of GNU Octave, a free clone of MATLAB® (see
 <https://www.octave.org>).
 
-This version of Dynare is compiled for Octave 7.3.0 (MinGW, 64-bit),
+This version of Dynare is compiled for Octave 8.1.0 (MinGW, 64-bit),
 and may not work with other versions of Octave. The recommended version of
 Octave can be downloaded at:
-  https://ftpmirror.gnu.org/gnu/octave/windows/octave-7.3.0-w64-installer.exe
+  https://ftpmirror.gnu.org/gnu/octave/windows/octave-8.1.0-w64-installer.exe
 
 Every time you run Octave, you should type the following command (assuming that
 you have installed Dynare at the standard location, and replacing ‘x.y’ by
diff --git a/windows/deps/Makefile b/windows/deps/Makefile
index d6ac4d1d6d5c89101f18b7410fba707339e97162..703c3e3cd5ee6ef2dada735b558361a47ba59f80 100644
--- a/windows/deps/Makefile
+++ b/windows/deps/Makefile
@@ -129,7 +129,7 @@ octave64: tarballs/octave-${OCTAVE_VERSION}${OCTAVE_W64_BUILD}-w64.7z
 	mv octave-${OCTAVE_VERSION}-w64 $@
 	# Clean up MinGW stuff that interferes with our cross-compiler
 	cd $@/mingw64/lib && rm -f libadvapi32.a libkernel32.a libmingw32.a libmingwex.a libmoldname.a libmsvcrt.a libpthread.dll.a libshell32.a libuser32.a
-	cd $@/mingw64/include && rm -f $$(grep -l "This file is part of the mingw-w64 runtime package" *.h)
+	cd $@/mingw64/include && rm -f $$(grep -l "This file is part of the mingw-w64 runtime package" *.h) omp.h
 	touch $@
 
 octave: octave64
diff --git a/windows/deps/versions.mk b/windows/deps/versions.mk
index f5b2e106d747ef194b280380c89254876d023921..0a66261ae19832d55e42347b9c41cabb176e9f87 100644
--- a/windows/deps/versions.mk
+++ b/windows/deps/versions.mk
@@ -1,7 +1,7 @@
 SLICOT_VERSION = 5.0+20101122
 X13AS_VERSION = 1.1_B39
 
-OCTAVE_VERSION = 7.3.0
+OCTAVE_VERSION = 8.1.0
 OCTAVE_W64_BUILD =
 
 MATLAB64_VERSION = 20200930
diff --git a/windows/dynare.nsi b/windows/dynare.nsi
index 77b94e7168e53e05e848761dce6b64b2b669379d..152265a6d4a86adc9ce819428f6567a188b843f1 100644
--- a/windows/dynare.nsi
+++ b/windows/dynare.nsi
@@ -109,7 +109,7 @@ Section "MinGW compiler for MATLAB 64-bit"
  File /r deps\mingw64\*
 SectionEnd
 
-Section "MEX files for Octave 7.3.0 (64-bit)"
+Section "MEX files for Octave 8.1.0 (64-bit)"
  SetOutPath $INSTDIR\mex\octave\win64
  File ..\mex\octave\win64\*
 SectionEnd