diff --git a/doc/source/whatsnew/v1.4.0.rst b/doc/source/whatsnew/v1.4.0.rst
index f18b3b75ca3d2..96f4750d58d9e 100644
--- a/doc/source/whatsnew/v1.4.0.rst
+++ b/doc/source/whatsnew/v1.4.0.rst
@@ -334,7 +334,7 @@ Other Deprecations
 - Deprecated the 'include_start' and 'include_end' arguments in :meth:`DataFrame.between_time`; in a future version passing 'include_start' or 'include_end' will raise (:issue:`40245`)
 - Deprecated the ``squeeze`` argument to :meth:`read_csv`, :meth:`read_table`, and :meth:`read_excel`. Users should squeeze the DataFrame afterwards with ``.squeeze("columns")`` instead. (:issue:`43242`)
 - Deprecated the ``index`` argument to :class:`SparseArray` construction (:issue:`23089`)
--
+- Deprecated :meth:`.Rolling.validate`, :meth:`.Expanding.validate`, and :meth:`.ExponentialMovingWindow.validate` (:issue:`43665`)
 
 .. ---------------------------------------------------------------------------
 
diff --git a/pandas/core/window/rolling.py b/pandas/core/window/rolling.py
index b3592679752fd..503a884578e8b 100644
--- a/pandas/core/window/rolling.py
+++ b/pandas/core/window/rolling.py
@@ -156,7 +156,7 @@ def __init__(
             )
 
         self._selection = selection
-        self.validate()
+        self._validate()
 
     @property
     def win_type(self):
@@ -180,6 +180,14 @@ def is_datetimelike(self) -> bool:
         return self._win_freq_i8 is not None
 
     def validate(self) -> None:
+        warnings.warn(
+            "validate is deprecated and will be removed in a future version.",
+            FutureWarning,
+            stacklevel=2,
+        )
+        return self._validate()
+
+    def _validate(self) -> None:
         if self.center is not None and not is_bool(self.center):
             raise ValueError("center must be a boolean")
         if self.min_periods is not None:
@@ -960,8 +968,8 @@ class Window(BaseWindow):
         "method",
     ]
 
-    def validate(self):
-        super().validate()
+    def _validate(self):
+        super()._validate()
 
         if not isinstance(self.win_type, str):
             raise ValueError(f"Invalid win_type {self.win_type}")
@@ -1528,8 +1536,8 @@ class Rolling(RollingAndExpandingMixin):
         "method",
     ]
 
-    def validate(self):
-        super().validate()
+    def _validate(self):
+        super()._validate()
 
         # we allow rolling on a datetimelike index
         if (
diff --git a/pandas/tests/window/test_api.py b/pandas/tests/window/test_api.py
index 7a5fcebfd23d7..5cc22249c26f0 100644
--- a/pandas/tests/window/test_api.py
+++ b/pandas/tests/window/test_api.py
@@ -331,6 +331,12 @@ def test_is_datetimelike_deprecated():
         assert not s.is_datetimelike
 
 
+def test_validate_deprecated():
+    s = Series(range(1)).rolling(1)
+    with tm.assert_produces_warning(FutureWarning):
+        assert s.validate() is None
+
+
 @pytest.mark.filterwarnings("ignore:min_periods:FutureWarning")
 def test_dont_modify_attributes_after_methods(
     arithmetic_win_operators, closed, center, min_periods