diff --git a/src/Windows/Avalonia.Win32/WindowImpl.AppWndProc.cs b/src/Windows/Avalonia.Win32/WindowImpl.AppWndProc.cs
index 25a34561fc..a03e1ffc22 100644
--- a/src/Windows/Avalonia.Win32/WindowImpl.AppWndProc.cs
+++ b/src/Windows/Avalonia.Win32/WindowImpl.AppWndProc.cs
@@ -200,6 +200,10 @@ namespace Avalonia.Win32
                             DipFromLParam(lParam), GetMouseModifiers(wParam));
                         break;
                     }
+                // Mouse capture is lost
+                case WindowsMessage.WM_CANCELMODE:
+                    _mouseDevice.Capture(null);
+                    break;
 
                 case WindowsMessage.WM_MOUSEMOVE:
                     {