diff --git a/INSTALL b/INSTALL
index 5f38085e..805f1175 100644
--- a/INSTALL
+++ b/INSTALL
@@ -78,7 +78,7 @@ XZ Utils Installation
 1.2.3. Windows
 
     Building XZ Utils on Windows is supported under MinGW + MSYS and
-    Cygwin. There is windows/build.sh to ease packaging XZ Utils with
+    Cygwin. There is windows/build.bash to ease packaging XZ Utils with
     MinGW + MSYS into a redistributable .zip or .7z file. See
     windows/INSTALL-Windows.txt for more information.
 
diff --git a/windows/INSTALL-Windows.txt b/windows/INSTALL-Windows.txt
index b5ac9630..b3ed93e3 100644
--- a/windows/INSTALL-Windows.txt
+++ b/windows/INSTALL-Windows.txt
@@ -118,13 +118,13 @@ Building XZ Utils
         cd /c/devel
         tar xzf xz-5.x.x.tar.gz
         cd xz-5.x.x
-        sh windows/build.sh
+        bash windows/build.bash
 
     If you used some other directory than C:\devel\tools for the build
-    tools, edit the variables near the beginning of build.sh first.
+    tools, edit the variables near the beginning of build.bash first.
 
     If you want to build manually, read the buildit() function in
-    build.sh. Look especially at the latter configure invocation.
+    build.bash. Look especially at the latter configure invocation.
 
     Be patient. Running configure and other scripts used by the build
     system is (very) slow under Windows.
diff --git a/windows/build.sh b/windows/build.bash
similarity index 98%
rename from windows/build.sh
rename to windows/build.bash
index 665951b9..e6754358 100644
--- a/windows/build.sh
+++ b/windows/build.bash
@@ -1,4 +1,4 @@
-#!/bin/sh
+#!/bin/bash
 #
 ###############################################################################
 #
@@ -48,9 +48,9 @@ esac
 
 # This script can be run either at the top-level directory of the package
 # or in the same directory containing this script.
-if [ ! -f windows/build.sh ]; then
+if [ ! -f windows/build.bash ]; then
 	cd ..
-	if [ ! -f windows/build.sh ]; then
+	if [ ! -f windows/build.bash ]; then
 		echo "You are in a wrong directory." >&2
 		exit 1
 	fi