diff --git a/ci/scripts/PKGBUILD b/ci/scripts/PKGBUILD
index bcff5bb73e956..9eac3ef5cb9f2 100644
--- a/ci/scripts/PKGBUILD
+++ b/ci/scripts/PKGBUILD
@@ -28,7 +28,6 @@ depends=("${MINGW_PACKAGE_PREFIX}-bzip2"
          "${MINGW_PACKAGE_PREFIX}-curl" # for google-cloud-cpp bundled build
          "${MINGW_PACKAGE_PREFIX}-libutf8proc"
          "${MINGW_PACKAGE_PREFIX}-re2"
-         "${MINGW_PACKAGE_PREFIX}-thrift"
          "${MINGW_PACKAGE_PREFIX}-snappy"
          "${MINGW_PACKAGE_PREFIX}-zlib"
          "${MINGW_PACKAGE_PREFIX}-lz4"
@@ -85,6 +84,19 @@ build() {
   # and does not work with newer versions of CMake. See comments:
   # https://github.com/apache/arrow/pull/44989/files#r1901428998
 
+  # We use the bundled Apache Thrift instead of the MINGW one because
+  # the upstream one on rtools packages is unmaintained. Apache Thrift
+  # still have the following problem:
+  #
+  #   https://github.com/apache/thrift/pull/2725
+  #
+  # The original MSYS2 package has another fix:
+  #
+  #   https://github.com/msys2/MINGW-packages/blob/master/mingw-w64-thrift/002-fix-pkgconfig-paths.patch
+  #
+  # But one on rtools packages doesn't have the fix. So we can't use
+  # the MINGW one.
+
   # MSYS2_ARG_CONV_EXCL is needed to prevent autoconverting CMAKE_INSTALL_PREFIX
   # to Windows paths. See https://www.msys2.org/docs/filesystem-paths/#process-arguments
 
@@ -128,7 +140,8 @@ build() {
     -DCMAKE_BUILD_TYPE="release" \
     -DCMAKE_INSTALL_PREFIX=${MINGW_PREFIX} \
     -DCMAKE_UNITY_BUILD=OFF \
-    -DCMAKE_VERBOSE_MAKEFILE=ON
+    -DCMAKE_VERBOSE_MAKEFILE=ON \
+    -DThrift_SOURCE=BUNDLED
 
   make -j3
   popd
diff --git a/ci/scripts/r_windows_build.sh b/ci/scripts/r_windows_build.sh
index af29858bfe83c..de92addf08371 100755
--- a/ci/scripts/r_windows_build.sh
+++ b/ci/scripts/r_windows_build.sh
@@ -66,7 +66,7 @@ if [ -d mingw64/lib/ ]; then
   # Move the 64-bit versions of libarrow into the expected location
   mv mingw64/lib/*.a $DST_DIR/lib/x64
   # These are from https://dl.bintray.com/rtools/mingw{32,64}/
-  cp $MSYS_LIB_DIR/mingw64/lib/lib{thrift,snappy,zstd,lz4,brotli*,bz2,crypto,curl,ss*,utf8proc,re2,nghttp2}.a $DST_DIR/lib/x64
+  cp $MSYS_LIB_DIR/mingw64/lib/lib{snappy,zstd,lz4,brotli*,bz2,crypto,curl,ss*,utf8proc,re2,nghttp2}.a $DST_DIR/lib/x64
 fi
 
 # Same for the 32-bit versions
@@ -74,7 +74,7 @@ if [ -d mingw32/lib/ ]; then
   ls $MSYS_LIB_DIR/mingw32/lib/
   mkdir -p $DST_DIR/lib/i386
   mv mingw32/lib/*.a $DST_DIR/lib/i386
-  cp $MSYS_LIB_DIR/mingw32/lib/lib{thrift,snappy,zstd,lz4,brotli*,bz2,crypto,curl,ss*,utf8proc,re2,nghttp2}.a $DST_DIR/lib/i386
+  cp $MSYS_LIB_DIR/mingw32/lib/lib{snappy,zstd,lz4,brotli*,bz2,crypto,curl,ss*,utf8proc,re2,nghttp2}.a $DST_DIR/lib/i386
 fi
 
 # Do the same also for ucrt64
@@ -82,7 +82,7 @@ if [ -d ucrt64/lib/ ]; then
   ls $MSYS_LIB_DIR/ucrt64/lib/
   mkdir -p $DST_DIR/lib/x64-ucrt
   mv ucrt64/lib/*.a $DST_DIR/lib/x64-ucrt
-  cp $MSYS_LIB_DIR/ucrt64/lib/lib{thrift,snappy,zstd,lz4,brotli*,bz2,crypto,curl,ss*,utf8proc,re2,nghttp2}.a $DST_DIR/lib/x64-ucrt
+  cp $MSYS_LIB_DIR/ucrt64/lib/lib{snappy,zstd,lz4,brotli*,bz2,crypto,curl,ss*,utf8proc,re2,nghttp2}.a $DST_DIR/lib/x64-ucrt
 fi
 
 # Create build artifact
diff --git a/cpp/cmake_modules/FindThriftAlt.cmake b/cpp/cmake_modules/FindThriftAlt.cmake
index 98a706deb9919..0c5aed8e4e06c 100644
--- a/cpp/cmake_modules/FindThriftAlt.cmake
+++ b/cpp/cmake_modules/FindThriftAlt.cmake
@@ -32,35 +32,20 @@ if(ThriftAlt_FOUND)
   return()
 endif()
 
-# There are some problems in ThriftConfig.cmake provided by MSYS2 and
-# conda on Windows:
-#
-#   * https://github.com/conda-forge/thrift-cpp-feedstock/issues/68
-#   * https://github.com/msys2/MINGW-packages/issues/6619#issuecomment-649728718
-#
-# We can remove the following "if(NOT WIN32)" condition once the
-# followings are fixed and a new version that includes these fixes is
-# published by MSYS2 and conda:
-#
-#   * https://github.com/apache/thrift/pull/2725
-#   * https://github.com/apache/thrift/pull/2726
-#   * https://github.com/conda-forge/thrift-cpp-feedstock/issues/68
-if(NOT WIN32)
-  set(find_package_args "")
-  if(ThriftAlt_FIND_VERSION)
-    list(APPEND find_package_args ${ThriftAlt_FIND_VERSION})
-  endif()
-  if(ThriftAlt_FIND_QUIETLY)
-    list(APPEND find_package_args QUIET)
-  endif()
-  find_package(Thrift ${find_package_args})
-  if(Thrift_FOUND)
-    set(ThriftAlt_FOUND TRUE)
-    add_executable(thrift::compiler IMPORTED)
-    set_target_properties(thrift::compiler PROPERTIES IMPORTED_LOCATION
-                                                      "${THRIFT_COMPILER}")
-    return()
-  endif()
+set(find_package_args "")
+if(ThriftAlt_FIND_VERSION)
+  list(APPEND find_package_args ${ThriftAlt_FIND_VERSION})
+endif()
+if(ThriftAlt_FIND_QUIETLY)
+  list(APPEND find_package_args QUIET)
+endif()
+find_package(Thrift ${find_package_args})
+if(Thrift_FOUND)
+  set(ThriftAlt_FOUND TRUE)
+  add_executable(thrift::compiler IMPORTED)
+  set_target_properties(thrift::compiler PROPERTIES IMPORTED_LOCATION
+                                                    "${THRIFT_COMPILER}")
+  return()
 endif()
 
 function(extract_thrift_version)
diff --git a/r/configure.win b/r/configure.win
index a8f8422478bf8..e0682917e9b17 100755
--- a/r/configure.win
+++ b/r/configure.win
@@ -87,7 +87,7 @@ function configure_binaries() {
   PKG_LIBS="-L${RWINLIB}/lib"'$(subst gcc,,$(COMPILED_BY))$(R_ARCH) '
   PKG_LIBS="$PKG_LIBS -L${RWINLIB}/lib"'$(R_ARCH)$(CRT) '
   PKG_LIBS="$PKG_LIBS -larrow_dataset -larrow_acero -lparquet -larrow -larrow_bundled_dependencies \
-            -lutf8proc -lthrift -lsnappy -lz -lzstd -llz4 -lbz2 ${BROTLI_LIBS} -lole32 \
+            -lutf8proc -lsnappy -lz -lzstd -llz4 -lbz2 ${BROTLI_LIBS} -lole32 \
             ${MIMALLOC_LIBS} ${OPENSSL_LIBS}"
 
   # S3, GCS, and re2 support only for Rtools40 (i.e. R >= 4.0)