diff --git a/CHANGELOG.md b/CHANGELOG.md
index e3376f7ee7dd..252bdf4262c5 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -8,6 +8,7 @@
 ### Fixes
 
 - `[jest-config]` Treat `setupFilesAfterEnv` like `setupFiles` when normalizing configs against presets ([#9495](https://github.com/facebook/jest/pull/9495))
+- `[jest-config]` Support `.mjs` config files on Windows as well ([#9558](https://github.com/facebook/jest/pull/9558))
 - `[jest-matcher-utils]` Fix diff highlight of symbol-keyed object. ([#9499](https://github.com/facebook/jest/pull/9499))
 - `[jest-resolve]` Fix module identity preservation with symlinks and browser field resolution ([#9511](https://github.com/facebook/jest/pull/9511))
 - `[jest-resolve]` Do not confuse directories with files ([#8912](https://github.com/facebook/jest/pull/8912))
diff --git a/packages/jest-config/src/importMjs.ts b/packages/jest-config/src/importMjs.ts
index 693bac33185b..85d82fa10dd2 100644
--- a/packages/jest-config/src/importMjs.ts
+++ b/packages/jest-config/src/importMjs.ts
@@ -5,7 +5,10 @@
  * LICENSE file in the root directory of this source tree.
  */
 
+import {pathToFileURL} from 'url';
+
 // this is in a separate file so that node 8 don't explode with a syntax error.
 // Remove this file when we drop support for Node 8
 export default (specifier: string): Promise<{default: unknown}> =>
-  import(specifier);
+  // node `import()` supports URL, but TypeScript doesn't know that
+  import(pathToFileURL(specifier).href);