We compute for the first time the τ data-driven Euclidean windows for the hadronic vacuum polarization contribution to the muon $g-2$. We show that τ-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, τ-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.