diff --git a/pkg/sql/colexec/colbuilder/execplan.go b/pkg/sql/colexec/colbuilder/execplan.go
index d1c70e8a67d0..d67943b08acf 100644
--- a/pkg/sql/colexec/colbuilder/execplan.go
+++ b/pkg/sql/colexec/colbuilder/execplan.go
@@ -1253,6 +1253,8 @@ func NewColOperator(
 					if c, ok := result.Op.(colexecop.Closer); ok {
 						result.ToClose = append(result.ToClose, c)
 					}
+				case execinfrapb.WindowerSpec_FIRST_VALUE:
+					result.Op = colexecwindow.NewFirstValueOperator(streamingAllocator, input, outputIdx, partitionColIdx)
 				default:
 					return r, errors.AssertionFailedf("window function %s is not supported", wf.String())
 				}
diff --git a/pkg/sql/colexec/colexecwindow/BUILD.bazel b/pkg/sql/colexec/colexecwindow/BUILD.bazel
index 4b1203745e04..0b9b6cd17d0a 100644
--- a/pkg/sql/colexec/colexecwindow/BUILD.bazel
+++ b/pkg/sql/colexec/colexecwindow/BUILD.bazel
@@ -4,6 +4,7 @@ load("//pkg/sql/colexecop:EXECGEN.bzl", "eg_go_filegroup", "gen_eg_go_rules")
 go_library(
     name = "colexecwindow",
     srcs = [
+        "first_value.go",
         "partitioner.go",
         "window_functions_util.go",
         ":gen-exec",  # keep
diff --git a/pkg/sql/colexec/colexecwindow/first_value.go b/pkg/sql/colexec/colexecwindow/first_value.go
new file mode 100644
index 000000000000..bc86ee699d43
--- /dev/null
+++ b/pkg/sql/colexec/colexecwindow/first_value.go
@@ -0,0 +1,135 @@
+// Copyright 2021 The Cockroach Authors.
+//
+// Use of this software is governed by the Business Source License
+// included in the file licenses/BSL.txt.
+//
+// As of the Change Date specified in that file, in accordance with
+// the Business Source License, use of this software will be governed
+// by the Apache License, Version 2.0, included in the file
+// licenses/APL.txt.
+
+package colexecwindow
+
+import (
+	"context"
+
+	"github.com/cockroachdb/cockroach/pkg/col/coldata"
+	"github.com/cockroachdb/cockroach/pkg/sql/colexec/colexecutils"
+	"github.com/cockroachdb/cockroach/pkg/sql/colexecop"
+	"github.com/cockroachdb/cockroach/pkg/sql/colmem"
+	"github.com/cockroachdb/cockroach/pkg/sql/types"
+)
+
+// NewFirstValueOperator creates a new Operator that computes window function
+// FIRST_VALUE. outputColIdx specifies in which coldata.Vec the operator should
+// put its output (if there is no such column, a new column is appended).
+func NewFirstValueOperator(
+	allocator *colmem.Allocator, input colexecop.Operator, outputColIdx int, partitionColIdx int,
+) colexecop.Operator {
+	input = colexecutils.NewVectorTypeEnforcer(allocator, input, types.Int, outputColIdx)
+	base := firstValueBase{
+		OneInputNode:    colexecop.NewOneInputNode(input),
+		allocator:       allocator,
+		outputColIdx:    outputColIdx,
+		partitionColIdx: partitionColIdx,
+	}
+	if partitionColIdx == -1 {
+		return &firstValueNoPartitionOp{base}
+	}
+	return &firstValueWithPartitionOp{base}
+}
+
+type firstValueBase struct {
+	colexecop.OneInputNode
+	allocator       *colmem.Allocator
+	outputColIdx    int
+	partitionColIdx int
+
+	firstValue int64
+}
+
+func (r *firstValueBase) Init() {
+	r.Input.Init()
+}
+
+type firstValueNoPartitionOp struct {
+	firstValueBase
+}
+
+var _ colexecop.Operator = &firstValueNoPartitionOp{}
+
+func (r *firstValueNoPartitionOp) Next(ctx context.Context) coldata.Batch {
+	batch := r.Input.Next(ctx)
+	n := batch.Length()
+	if n == 0 {
+		return coldata.ZeroBatch
+	}
+
+	firstValueVec := batch.ColVec(r.outputColIdx)
+	if firstValueVec.MaybeHasNulls() {
+		// We need to make sure that there are no left over null values in the
+		// output vector.
+		firstValueVec.Nulls().UnsetNulls()
+	}
+	firstValueCol := firstValueVec.Int64()
+	sel := batch.Selection()
+	if sel != nil {
+		firstRow := true
+		for _, i := range sel[:n] {
+			if firstRow {
+				r.firstValue = firstValueCol[i]
+				firstRow = false
+			}
+			firstValueCol[i] = r.firstValue
+		}
+	} else {
+		_ = firstValueCol[n-1]
+		r.firstValue = firstValueCol[0]
+		for i := 0; i < n; i++ {
+			firstValueCol[i] = r.firstValue
+		}
+	}
+	return batch
+}
+
+type firstValueWithPartitionOp struct {
+	firstValueBase
+}
+
+var _ colexecop.Operator = &firstValueWithPartitionOp{}
+
+func (r *firstValueWithPartitionOp) Next(ctx context.Context) coldata.Batch {
+	batch := r.Input.Next(ctx)
+	n := batch.Length()
+	if n == 0 {
+		return coldata.ZeroBatch
+	}
+
+	partitionCol := batch.ColVec(r.partitionColIdx).Bool()
+	firstValueVec := batch.ColVec(r.outputColIdx)
+	if firstValueVec.MaybeHasNulls() {
+		// We need to make sure that there are no left over null values in the
+		// output vector.
+		firstValueVec.Nulls().UnsetNulls()
+	}
+	firstValueCol := firstValueVec.Int64()
+	sel := batch.Selection()
+	if sel != nil {
+		for _, i := range sel[:n] {
+			if partitionCol[i] {
+				r.firstValue = firstValueCol[i]
+			}
+			firstValueCol[i] = r.firstValue
+		}
+	} else {
+		_ = partitionCol[n-1]
+		_ = firstValueCol[n-1]
+		for i := 0; i < n; i++ {
+			if partitionCol[i] {
+				r.firstValue = firstValueCol[i]
+			}
+			firstValueCol[i] = r.firstValue
+		}
+	}
+	return batch
+}
diff --git a/pkg/sql/colexec/colexecwindow/window_functions_util.go b/pkg/sql/colexec/colexecwindow/window_functions_util.go
index 9f7e8933c6f0..f23f5e046da8 100644
--- a/pkg/sql/colexec/colexecwindow/window_functions_util.go
+++ b/pkg/sql/colexec/colexecwindow/window_functions_util.go
@@ -24,6 +24,7 @@ var SupportedWindowFns = map[execinfrapb.WindowerSpec_WindowFunc]struct{}{
 	execinfrapb.WindowerSpec_DENSE_RANK:   {},
 	execinfrapb.WindowerSpec_PERCENT_RANK: {},
 	execinfrapb.WindowerSpec_CUME_DIST:    {},
+	execinfrapb.WindowerSpec_FIRST_VALUE:  {},
 }
 
 // WindowFnNeedsPeersInfo returns whether a window function pays attention to
@@ -34,8 +35,11 @@ var SupportedWindowFns = map[execinfrapb.WindowerSpec_WindowFunc]struct{}{
 // this information.
 func WindowFnNeedsPeersInfo(windowFn execinfrapb.WindowerSpec_WindowFunc) bool {
 	switch windowFn {
-	case execinfrapb.WindowerSpec_ROW_NUMBER:
-		// row_number doesn't pay attention to the concept of "peers."
+	case
+		execinfrapb.WindowerSpec_ROW_NUMBER,
+		// row_number doesn't pay attention to the concept of "peers".
+		execinfrapb.WindowerSpec_FIRST_VALUE:
+		// first_value computation is unaffected by "peers".
 		return false
 	case
 		execinfrapb.WindowerSpec_RANK,