A skylight window for being installed in a roof of a building, the skylight window comprising: a window portion comprising a window sash and an insulating glazing unit, abbreviated IGU, said IGU being attached to the window sash and having multiple layers of glazing, said IGU having an exposed interior major surface for facing an interior of the building in an installed position of the skylight window and an exterior major surface facing in a direction opposite to the interior of the building towards the exterior, the sash having four sash side members each having an interior side facing the interior of the building in the installed position of the skylight window and an exterior side facing the exterior, said four sash side members including a first sash side member and a second sash side member, which is substantially parallel to the first sash side member, said first sash side member extending in a longitudinal direction along a first peripheral side of the IGU and said second sash side member extending in a longitudinal direction along a second peripheral side of the IGU, a height direction extending from the exposed interior major surface towards the exposed exterior major surface, and a lateral direction extending from the first sash side member towards the second sash side member, a weather shield positioned over the exterior major surface of the IGU when seen in the height direction so as to cover the sash and the IGU for protecting the window portion from the weather in the installed position of the skylight window, the weather shield comprising a weather shield pane, and a screening device including a screening body, the screening body being moveable between a first, non-screening end position in which it is in a collapsed, such as a rolled-up, pleated or folded, state at the first sash side member and a second, screening end position in which, for the screening of the IGU, it is extended between the first and second sash side members (14, 13), wherein the screening device is mounted in a spacing delimited in the lateral direction by the first and second sash side members (14, 13) and in the height direction by the weather shield pane towards the exterior and by the sash and/or the exterior major surface of the IGU towards the interior, and in that the screening device is located below the exterior side of the first sash side member when seen in the height direction, characterized in that the weather shield pane is flat. a window portion comprising a window sash and an insulating glazing unit, abbreviated IGU, said IGU being attached to the window sash and having multiple layers of glazing, said IGU having an exposed interior major surface for facing an interior of the building in an installed position of the skylight window and an exterior major surface facing in a direction opposite to the interior of the building towards the exterior, the sash having four sash side members each having an interior side facing the interior of the building in the installed position of the skylight window and an exterior side facing the exterior, said four sash side members including a first sash side member and a second sash side member, which is substantially parallel to the first sash side member, said first sash side member extending in a longitudinal direction along a first peripheral side of the IGU and said second sash side member extending in a longitudinal direction along a second peripheral side of the IGU, a height direction extending from the exposed interior major surface towards the exposed exterior major surface, and a lateral direction extending from the first sash side member towards the second sash side member, a weather shield positioned over the exterior major surface of the IGU when seen in the height direction so as to cover the sash and the IGU for protecting the window portion from the weather in the installed position of the skylight window, the weather shield comprising a weather shield pane, and a screening device including a screening body, the screening body being moveable between a first, non-screening end position in which it is in a collapsed, such as a rolled-up, pleated or folded, state at the first sash side member and a second, screening end position in which, for the screening of the IGU, it is extended between the first and second sash side members (14, 13), wherein the screening device is mounted in a spacing delimited in the lateral direction by the first and second sash side members (14, 13) and in the height direction by the weather shield pane towards the exterior and by the sash and/or the exterior major surface of the IGU towards the interior, and in that the screening device is located below the exterior side of the first sash side member when seen in the height direction, characterized in that the weather shield pane is flat.