diff --git a/.github/actions/setup-windows-builder/action.yaml b/.github/actions/setup-windows-builder/action.yaml
index 9ab5c4a8b1bb..a26a34a3db93 100644
--- a/.github/actions/setup-windows-builder/action.yaml
+++ b/.github/actions/setup-windows-builder/action.yaml
@@ -38,8 +38,8 @@ runs:
     - name: Setup Rust toolchain
       shell: bash
       run: |
-        rustup update stable
-        rustup toolchain install stable
+        # Avoid self update to avoid CI failures: https://github.com/apache/arrow-datafusion/issues/9653
+        rustup toolchain install stable --no-self-update
         rustup default stable
         rustup component add rustfmt
     - name: Configure rust runtime env