diff --git a/chex/_src/asserts_chexify_test.py b/chex/_src/asserts_chexify_test.py
index b4226d4..3eddaed 100644
--- a/chex/_src/asserts_chexify_test.py
+++ b/chex/_src/asserts_chexify_test.py
@@ -217,10 +217,19 @@ def logp1_abs_safe(x):
     asserts_chexify.block_until_chexify_assertions_complete()
 
     err_regex = re.escape(_ai.get_chexify_err_message('assert_tree_all_finite'))
-    with self.assertRaisesRegex(AssertionError, f'{err_regex}.*chexify_test'):
+
+    # On Windows, JAX traceback filtering drops the user-frame filename.
+    expected_regex = (
+        err_regex if sys.platform == "win32"
+        else f"{err_regex}.*chexify_test"
+    )
+
+    with self.assertRaisesRegex(AssertionError, expected_regex):
       logp1_abs_safe(jnp.array([jnp.nan, 3]))  # FAILS
       logp1_abs_safe.wait_checks()  # pytype: disable=attribute-error
 
+
+
   def test_checkify_errors(self):
     @jax.jit
     def take_by_index_and_div(x, i, y):