diff --git a/Misc/NEWS.d/next/Build/2021-06-19-11-50-03.bpo-43298.9ircMb.rst b/Misc/NEWS.d/next/Build/2021-06-19-11-50-03.bpo-43298.9ircMb.rst
new file mode 100644
index 00000000000..3bdc24b147a
--- /dev/null
+++ b/Misc/NEWS.d/next/Build/2021-06-19-11-50-03.bpo-43298.9ircMb.rst
@@ -0,0 +1 @@
+Improved error message when building without a Windows SDK installed.
diff --git a/PCbuild/python.props b/PCbuild/python.props
index acbf4e005ec..60625101b47 100644
--- a/PCbuild/python.props
+++ b/PCbuild/python.props
@@ -109,9 +109,18 @@
 
     <!-- The minimum allowed SDK version to use for building -->
     <DefaultWindowsSDKVersion>10.0.10586.0</DefaultWindowsSDKVersion>
-    <DefaultWindowsSDKVersion Condition="$([System.Version]::Parse($(_RegistryVersion))) > $([System.Version]::Parse($(DefaultWindowsSDKVersion)))">$(_RegistryVersion)</DefaultWindowsSDKVersion>
+    <DefaultWindowsSDKVersion Condition="$(_RegistryVersion) != '' and $([System.Version]::Parse($(_RegistryVersion))) > $([System.Version]::Parse($(DefaultWindowsSDKVersion)))">$(_RegistryVersion)</DefaultWindowsSDKVersion>
   </PropertyGroup>
-  
+
+  <Target Name="_CheckWindowsSDKFound" BeforeTargets="_CheckWindowsSDKInstalled" Condition="$(_RegistryVersion) == ''">
+    <PropertyGroup>
+      <_Message>Failed to locate a Windows SDK installation.</_Message>
+      <_Message>$(_Message) If the build fails, please use the Visual Studio Installer to install the Windows SDK.</_Message>
+      <_Message>$(_Message) (Ignore the version number specified in the error message and select the latest.)</_Message>
+    </PropertyGroup>
+    <Warning Text="$(_Message)" />
+  </Target>
+
   <PropertyGroup Condition="$(WindowsTargetPlatformVersion) == ''">
     <WindowsTargetPlatformVersion>$(DefaultWindowsSDKVersion)</WindowsTargetPlatformVersion>
   </PropertyGroup>
@@ -176,7 +185,7 @@
     <ReleaseLevelNumber Condition="$(_ReleaseLevel) == 'b'">11</ReleaseLevelNumber>
     <ReleaseLevelNumber Condition="$(_ReleaseLevel) == 'rc'">12</ReleaseLevelNumber>
   </PropertyGroup>
-  
+
   <PropertyGroup>
     <PythonVersionNumber>$(MajorVersionNumber).$(MinorVersionNumber).$(MicroVersionNumber)</PythonVersionNumber>
     <PythonVersion>$(MajorVersionNumber).$(MinorVersionNumber).$(MicroVersionNumber)$(ReleaseLevelName)</PythonVersion>