A method for weather proofing a roof window mounted in an inclined roof structure, said roof structure including a plurality of battens (3, 4) supporting a roofing material and forming a roof surface, and said roof window having a frame comprising a plurality of frame members (11, 12, 14) delimiting a frame opening, including the following steps: arranging a bottom flashing member below the roof window along a bottom frame member, arranging at least one side flashing member along a side frame member, arranging a top flashing member above the roof window along a top frame member, where each flashing member (21, 22, 23, 24, 25) has an interior side and an exterior side, said exterior side being arranged to face the exterior, where at least the side flashing member is arranged with a first leg (211, 221, 231, 241, 251) substantially in plane with the roof surface and with a second leg (212, 222, 232, 242, 252) extending up along an outer side of an adjacent frame member, said outer side facing away from the frame opening, and where said angle of the second leg (212, 222, 232, 242, 252) with respect to the first leg (211, 221, 231, 241, 251) is non-perpendicular so that the exterior angle between the first leg (211, 221, 231, 241, 251) and the second leg (212, 222, 232, 242, 252) on the exterior side of the flashing member (21, 22, 23, 24, 25) is larger than 90 degrees, and so that the joint (215, 225, 235, 245, 255) between the first leg (211, 221, 231, 241, 251) and the second leg (212, 222, 232, 242, 252) is located at a distance from the outer side of the adjacent frame member in the mounted state thereby giving room for insulating material between the frame of the roof window and the interior side of the flashing member (21, 22, 23, 24, 25) wherein when arranging the side flashing member, it is positioned so that the first leg of the side flashing member extends above the outer side of the top frame member and rests on a batten (3, 4) of the roof structure above the roof window seen in the direction of inclination of the roof structure and overlaps with the top flashing member or a top corner flashing member, so that any substantial downwards movement of the part of the side flashing member overlapping with the top flashing member or top corner flashing member is prevented by the end part of the side flashing member resting on the batten, and wherein the side flashing member extends along substantially the entire length of the side frame member and is made integrally of one single piece. arranging a bottom flashing member below the roof window along a bottom frame member, arranging at least one side flashing member along a side frame member, arranging a top flashing member above the roof window along a top frame member, where each flashing member (21, 22, 23, 24, 25) has an interior side and an exterior side, said exterior side being arranged to face the exterior, where at least the side flashing member is arranged with a first leg (211, 221, 231, 241, 251) substantially in plane with the roof surface and with a second leg (212, 222, 232, 242, 252) extending up along an outer side of an adjacent frame member, said outer side facing away from the frame opening, and where said angle of the second leg (212, 222, 232, 242, 252) with respect to the first leg (211, 221, 231, 241, 251) is non-perpendicular so that the exterior angle between the first leg (211, 221, 231, 241, 251) and the second leg (212, 222, 232, 242, 252) on the exterior side of the flashing member (21, 22, 23, 24, 25) is larger than 90 degrees, and so that the joint (215, 225, 235, 245, 255) between the first leg (211, 221, 231, 241, 251) and the second leg (212, 222, 232, 242, 252) is located at a distance from the outer side of the adjacent frame member in the mounted state thereby giving room for insulating material between the frame of the roof window and the interior side of the flashing member (21, 22, 23, 24, 25) wherein when arranging the side flashing member, it is positioned so that the first leg of the side flashing member extends above the outer side of the top frame member and rests on a batten (3, 4) of the roof structure above the roof window seen in the direction of inclination of the roof structure and overlaps with the top flashing member or a top corner flashing member, so that any substantial downwards movement of the part of the side flashing member overlapping with the top flashing member or top corner flashing member is prevented by the end part of the side flashing member resting on the batten, and wherein the side flashing member extends along substantially the entire length of the side frame member and is made integrally of one single piece.