diff --git a/Misc/NEWS.d/next/Windows/2020-08-26-09-35-06.bpo-41557.vt00cQ.rst b/Misc/NEWS.d/next/Windows/2020-08-26-09-35-06.bpo-41557.vt00cQ.rst
new file mode 100644
index 00000000000000..9d85461f00923f
--- /dev/null
+++ b/Misc/NEWS.d/next/Windows/2020-08-26-09-35-06.bpo-41557.vt00cQ.rst
@@ -0,0 +1 @@
+Update Windows installer to use SQLite 3.33.0.
diff --git a/PCbuild/get_externals.bat b/PCbuild/get_externals.bat
index 181587e602f82b..24d430a004d3ab 100644
--- a/PCbuild/get_externals.bat
+++ b/PCbuild/get_externals.bat
@@ -54,7 +54,7 @@ set libraries=
 set libraries=%libraries%                                       bzip2-1.0.6
 if NOT "%IncludeLibffiSrc%"=="false" set libraries=%libraries%  libffi-3.3.0-rc0-r1
 if NOT "%IncludeSSLSrc%"=="false" set libraries=%libraries%     openssl-1.1.1g
-set libraries=%libraries%                                       sqlite-3.32.3.0
+set libraries=%libraries%                                       sqlite-3.33.0.0
 if NOT "%IncludeTkinterSrc%"=="false" set libraries=%libraries% tcl-core-8.6.9.0
 if NOT "%IncludeTkinterSrc%"=="false" set libraries=%libraries% tk-8.6.9.0
 if NOT "%IncludeTkinterSrc%"=="false" set libraries=%libraries% tix-8.4.3.6
diff --git a/PCbuild/python.props b/PCbuild/python.props
index 5f4926efa25172..acc41a2c017684 100644
--- a/PCbuild/python.props
+++ b/PCbuild/python.props
@@ -56,7 +56,7 @@
     <ExternalsDir>$(EXTERNALS_DIR)</ExternalsDir>
     <ExternalsDir Condition="$(ExternalsDir) == ''">$([System.IO.Path]::GetFullPath(`$(PySourcePath)externals`))</ExternalsDir>
     <ExternalsDir Condition="!HasTrailingSlash($(ExternalsDir))">$(ExternalsDir)\</ExternalsDir>
-    <sqlite3Dir>$(ExternalsDir)sqlite-3.32.3.0\</sqlite3Dir>
+    <sqlite3Dir>$(ExternalsDir)sqlite-3.33.0.0\</sqlite3Dir>
     <bz2Dir>$(ExternalsDir)bzip2-1.0.6\</bz2Dir>
     <lzmaDir>$(ExternalsDir)xz-5.2.2\</lzmaDir>
     <libffiDir>$(ExternalsDir)libffi\</libffiDir>
diff --git a/PCbuild/readme.txt b/PCbuild/readme.txt
index 8a4e8dc0c3e64b..6e304eae553cd8 100644
--- a/PCbuild/readme.txt
+++ b/PCbuild/readme.txt
@@ -184,7 +184,7 @@ _ssl
     again when building.
 
 _sqlite3
-    Wraps SQLite 3.32.3.0, which is itself built by sqlite3.vcxproj
+    Wraps SQLite 3.33.0, which is itself built by sqlite3.vcxproj
     Homepage:
         http://www.sqlite.org/
 _tkinter