diff --git a/ci/azure/windows.yml b/ci/azure/windows.yml
index 5644ad46714d5..7c088622f9638 100644
--- a/ci/azure/windows.yml
+++ b/ci/azure/windows.yml
@@ -12,11 +12,13 @@ jobs:
         ENV_FILE: ci/deps/azure-windows-37.yaml
         CONDA_PY: "37"
         PATTERN: "not slow and not network"
+        PYTEST_WORKERS: 2  # GH-42236
 
       py38_np18:
         ENV_FILE: ci/deps/azure-windows-38.yaml
         CONDA_PY: "38"
         PATTERN: "not slow and not network and not high_memory"
+        PYTEST_WORKERS: 2  # GH-42236
 
   steps:
     - powershell: |