  We compute for the first time the $\tau$ data-driven Euclidean windows for
the hadronic vacuum polarization contribution to the muon $g-2$. We show that
$\tau$-based results agree with the available lattice window evaluations and
with the full result. On the intermediate window, where all lattice evaluations
are rather precise and agree, $\tau$-based results are compatible with them.
This is particularly interesting, given that the disagreement of the $e^+e^-$
data-driven result with the lattice values in this window is the main cause for
their discrepancy, affecting the interpretation of the $a_\mu$ measurement in
terms of possible new physics.
