A skylight window for being installed in a roof of a building, the skylight window comprising: a window frame having four frame side members, said frame members defining an inner opening and each frame member having an inner side facing said inner opening and an outer side facing in an opposite direction of the inner side and away from the inner opening, an interior side for, in an installed position, facing an interior of the building, and an exterior side for facing in an opposite direction of the interior side and away from the interior of the building, a window sash having four sash side members supporting an Insulating Glazing Unit having multiple layers of glazing, said window sash being movable in relation to the window frame between an open and a closed position of the skylight window, a weather shield attached to the sash so as to protect a window portion of the skylight window, the window portion comprising the sash, the frame and the IGU, said weather shield being a weather shield without a sealed gas-filled spacing between the weather shield and the IGU, and a weather shield pane being made from a transparent or translucent material, said IGU having an exposed interior major surface for facing an interior of said building in a closed position of the skylight window, said IGU further having an exposed exterior major surface facing in the opposite exterior direction in said closed position of the skylight window, wherein a first peripheral side of the IGU extends from the interior major surface to the exterior major surface of the IGU, a height direction which is substantially perpendicular to at least one of the major surfaces of the IGU, a first of the frame side members being associated with a first of the sash side members, said first frame side member and sash side member extending in a longitudinal direction substantially in parallel with the first peripheral side of the IGU in a closed position of said skylight window, and wherein, in the closed position of the skylight window, a first distance from the first peripheral side of the IGU in an outwards direction away from the inner opening of the frame to the inner side of the first frame side member, is 20mm or less, the outward direction being substantially parallel with at least one of the major surfaces of the IGU, characterized in that the first frame side member extends above the exposed exterior major surface of the IGU in the height direction. a window frame having four frame side members, said frame members defining an inner opening and each frame member having an inner side facing said inner opening and an outer side facing in an opposite direction of the inner side and away from the inner opening, an interior side for, in an installed position, facing an interior of the building, and an exterior side for facing in an opposite direction of the interior side and away from the interior of the building, a window sash having four sash side members supporting an Insulating Glazing Unit having multiple layers of glazing, said window sash being movable in relation to the window frame between an open and a closed position of the skylight window, a weather shield attached to the sash so as to protect a window portion of the skylight window, the window portion comprising the sash, the frame and the IGU, said weather shield being a weather shield without a sealed gas-filled spacing between the weather shield and the IGU, and a weather shield pane being made from a transparent or translucent material, said IGU having an exposed interior major surface for facing an interior of said building in a closed position of the skylight window, said IGU further having an exposed exterior major surface facing in the opposite exterior direction in said closed position of the skylight window, wherein a first peripheral side of the IGU extends from the interior major surface to the exterior major surface of the IGU, a height direction which is substantially perpendicular to at least one of the major surfaces of the IGU, a first of the frame side members being associated with a first of the sash side members, said first frame side member and sash side member extending in a longitudinal direction substantially in parallel with the first peripheral side of the IGU in a closed position of said skylight window, and wherein, in the closed position of the skylight window, a first distance from the first peripheral side of the IGU in an outwards direction away from the inner opening of the frame to the inner side of the first frame side member, is 20mm or less, the outward direction being substantially parallel with at least one of the major surfaces of the IGU, characterized in that the first frame side member extends above the exposed exterior major surface of the IGU in the height direction.