diff --git a/.env b/.env
index 0117888fe1f..6985926772d 100644
--- a/.env
+++ b/.env
@@ -99,8 +99,8 @@ VCPKG="66c0373dc7fca549e5803087b9487edfe3aca0a1"    # 2026.01.16 Release
 # ci/docker/python-*-windows-*.dockerfile or the vcpkg config.
 # This is a workaround for our CI problem that "archery docker build" doesn't
 # use pulled built images in dev/tasks/python-wheels/github.windows.yml.
-PYTHON_WHEEL_WINDOWS_IMAGE_REVISION=2026-02-02
-PYTHON_WHEEL_WINDOWS_TEST_IMAGE_REVISION=2026-02-02
+PYTHON_WHEEL_WINDOWS_IMAGE_REVISION=2026-02-07
+PYTHON_WHEEL_WINDOWS_TEST_IMAGE_REVISION=2026-02-07
 
 # Use conanio/${CONAN_BASE}:{CONAN_VERSION} for "docker compose run --rm conan".
 # See https://github.com/conan-io/conan-docker-tools#readme and
diff --git a/ci/docker/python-wheel-windows-vs2022-base.dockerfile b/ci/docker/python-wheel-windows-vs2022-base.dockerfile
index 426286ebe07..e4e2eaef82f 100644
--- a/ci/docker/python-wheel-windows-vs2022-base.dockerfile
+++ b/ci/docker/python-wheel-windows-vs2022-base.dockerfile
@@ -137,9 +137,10 @@ RUN vcpkg install `
   --clean-after-build `
   --x-install-root=%VCPKG_ROOT%\installed `
   --x-manifest-root=arrow/ci/vcpkg `
-  --x-feature=flight`
-  --x-feature=gcs`
-  --x-feature=json`
-  --x-feature=orc`
-  --x-feature=parquet`
+  --x-feature=azure `
+  --x-feature=flight `
+  --x-feature=gcs `
+  --x-feature=json `
+  --x-feature=orc `
+  --x-feature=parquet `
   --x-feature=s3
diff --git a/ci/scripts/python_wheel_windows_build.bat b/ci/scripts/python_wheel_windows_build.bat
index fc256d72785..e10766ef37e 100644
--- a/ci/scripts/python_wheel_windows_build.bat
+++ b/ci/scripts/python_wheel_windows_build.bat
@@ -37,6 +37,7 @@ del /s /q C:\arrow\python\pyarrow\*.so.*
 
 echo "=== (%PYTHON%) Building Arrow C++ libraries ==="
 set ARROW_ACERO=ON
+set ARROW_AZURE=ON
 set ARROW_DATASET=ON
 set ARROW_FLIGHT=ON
 set ARROW_GANDIVA=OFF
@@ -67,6 +68,7 @@ mkdir C:\arrow-build
 pushd C:\arrow-build
 cmake ^
     -DARROW_ACERO=%ARROW_ACERO% ^
+    -DARROW_AZURE=%ARROW_AZURE% ^
     -DARROW_BUILD_SHARED=ON ^
     -DARROW_BUILD_STATIC=OFF ^
     -DARROW_BUILD_TESTS=OFF ^
@@ -117,6 +119,7 @@ set PYARROW_BUNDLE_ARROW_CPP=ON
 set PYARROW_CMAKE_GENERATOR=%CMAKE_GENERATOR%
 set PYARROW_CMAKE_OPTIONS="-DCMAKE_INTERPROCEDURAL_OPTIMIZATION=%CMAKE_INTERPROCEDURAL_OPTIMIZATION%"
 set PYARROW_WITH_ACERO=%ARROW_ACERO%
+set PYARROW_WITH_AZURE=%ARROW_AZURE%
 set PYARROW_WITH_DATASET=%ARROW_DATASET%
 set PYARROW_WITH_FLIGHT=%ARROW_FLIGHT%
 set PYARROW_WITH_GANDIVA=%ARROW_GANDIVA%
diff --git a/ci/scripts/python_wheel_windows_test.bat b/ci/scripts/python_wheel_windows_test.bat
index a686215b93d..1e9cacac8bf 100755
--- a/ci/scripts/python_wheel_windows_test.bat
+++ b/ci/scripts/python_wheel_windows_test.bat
@@ -18,6 +18,7 @@
 @echo on
 
 set PYARROW_TEST_ACERO=ON
+set PYARROW_TEST_AZURE=ON
 set PYARROW_TEST_CYTHON=ON
 set PYARROW_TEST_DATASET=ON
 set PYARROW_TEST_FLIGHT=ON
@@ -43,6 +44,7 @@ py -0p
 
 @REM Test that the modules are importable
 %PYTHON_CMD% -c "import pyarrow" || exit /B 1
+%PYTHON_CMD% -c "import pyarrow._azurefs" || exit /B 1
 %PYTHON_CMD% -c "import pyarrow._gcsfs" || exit /B 1
 %PYTHON_CMD% -c "import pyarrow._hdfs" || exit /B 1
 %PYTHON_CMD% -c "import pyarrow._s3fs" || exit /B 1