diff --git a/.github/workflows/wheels.yml b/.github/workflows/wheels.yml
index d30f85ff3d1e6..8bd7ffc17beca 100644
--- a/.github/workflows/wheels.yml
+++ b/.github/workflows/wheels.yml
@@ -53,8 +53,6 @@ jobs:
       matrix:
         include:
           # Window 64 bit
-          # Note: windows-2019 is needed for older Python versions:
-          # https://github.com/scikit-learn/scikit-learn/issues/22530
           - os: windows-latest
             python: 39
             platform_id: win_amd64
diff --git a/build_tools/github/repair_windows_wheels.sh b/build_tools/github/repair_windows_wheels.sh
index cdd0c0c79d8c4..8f51a34d4039b 100755
--- a/build_tools/github/repair_windows_wheels.sh
+++ b/build_tools/github/repair_windows_wheels.sh
@@ -8,6 +8,7 @@ DEST_DIR=$2
 
 # By default, the Windows wheels are not repaired.
 # In this case, we need to vendor VCRUNTIME140.dll
+pip install wheel
 wheel unpack "$WHEEL"
 WHEEL_DIRNAME=$(ls -d scikit_learn-*)
 python build_tools/github/vendor.py "$WHEEL_DIRNAME"