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 9664f349db733190e8d784c9dc4511c30ee8cae9..801599346a0801835815e92dbdad3d140b53c0d5 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 5dd32c83acbe496ead280c91ac98c879e91c596b..6c288b5d6d7c7028064d40ca6f122bc4ad319445 100644
--- a/windows/deps/versions.mk
+++ b/windows/deps/versions.mk
@@ -1,7 +1,7 @@
 SLICOT_VERSION = 5.0+20101122
 X13AS_VERSION = 1-1-b59
 
-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 5c8cd1caf32413e1d096f4b22311b7c2485aa7a5..f58d2630c1903eacad41e8d28abb862b5d7c7fa7 100644
--- a/windows/dynare.nsi
+++ b/windows/dynare.nsi
@@ -105,7 +105,7 @@ 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