diff --git a/.github/workflows/r_tests.yml b/.github/workflows/r_tests.yml
index c353fd0d2dd5..917245ec6399 100644
--- a/.github/workflows/r_tests.yml
+++ b/.github/workflows/r_tests.yml
@@ -25,7 +25,7 @@ jobs:
       with:
         submodules: 'true'
 
-    - uses: r-lib/actions/setup-r@11a22a908006c25fe054c4ef0ac0436b1de3edbe # v2.6.4
+    - uses: r-lib/actions/setup-r@e40ad904310fc92e96951c1b0d64f3de6cbe9e14 # v2.6.5
       with:
         r-version: ${{ matrix.config.r }}
 
@@ -54,7 +54,7 @@ jobs:
       matrix:
         config:
           - {os: windows-latest, r: 'release', compiler: 'mingw', build: 'autotools'}
-          - {os: windows-latest, r: '4.2.0', compiler: 'msvc', build: 'cmake'}
+          - {os: windows-latest, r: '4.3.0', compiler: 'msvc', build: 'cmake'}
     env:
       R_REMOTES_NO_ERRORS_FROM_WARNINGS: true
       RSPM: ${{ matrix.config.rspm }}
@@ -64,7 +64,7 @@ jobs:
       with:
         submodules: 'true'
 
-    - uses: r-lib/actions/setup-r@11a22a908006c25fe054c4ef0ac0436b1de3edbe # v2.6.4
+    - uses: r-lib/actions/setup-r@e40ad904310fc92e96951c1b0d64f3de6cbe9e14 # v2.6.5
       with:
         r-version: ${{ matrix.config.r }}
 
diff --git a/R-package/CMakeLists.txt b/R-package/CMakeLists.txt
index a19e56f4e6eb..d3a69abc278e 100644
--- a/R-package/CMakeLists.txt
+++ b/R-package/CMakeLists.txt
@@ -14,6 +14,15 @@ if(ENABLE_ALL_WARNINGS)
   target_compile_options(xgboost-r PRIVATE -Wall -Wextra)
 endif()
 
+if(MSVC)
+  # https://github.com/microsoft/LightGBM/pull/6061
+  # MSVC doesn't work with anonymous types in structs. (R complex)
+  #
+  # syntax error: missing ';' before identifier 'private_data_c'
+  #
+  target_compile_definitions(xgboost-r PRIVATE -DR_LEGACY_RCOMPLEX)
+endif()
+
 target_compile_definitions(
   xgboost-r PUBLIC
   -DXGBOOST_STRICT_R_MODE=1
diff --git a/R-package/DESCRIPTION b/R-package/DESCRIPTION
index d301b0a5cb81..92b53a660e88 100644
--- a/R-package/DESCRIPTION
+++ b/R-package/DESCRIPTION
@@ -58,7 +58,7 @@ Suggests:
     float,
     titanic
 Depends:
-    R (>= 3.3.0)
+    R (>= 4.3.0)
 Imports:
     Matrix (>= 1.1-0),
     methods,
diff --git a/tests/ci_build/test_r_package.py b/tests/ci_build/test_r_package.py
index 853bf05022b1..cc1225b0340b 100644
--- a/tests/ci_build/test_r_package.py
+++ b/tests/ci_build/test_r_package.py
@@ -261,6 +261,8 @@ def test_with_cmake(args: argparse.Namespace) -> None:
                     "-DCMAKE_CONFIGURATION_TYPES=Release",
                     "-A",
                     "x64",
+                    "-G",
+                    "Visual Studio 17 2022",
                 ]
             )
             subprocess.check_call(