A skylight window for being installed in a roof of a building, the skylight window comprising: a window frame having four frame side members (10, 11, 18), a window sash having four sash side members (12, 13, 14) supporting an insulating glazing unit, abbreviated as IGU, 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, and a weather shield comprising a weather shield pane positioned on an exterior side of the IGU, a first of the frame side members being associated with a first of the sash side members, each of said first frame and sash side member (10, 14) extending in a respective longitudinal direction substantially in parallel with a first peripheral side of the IGU, said IGU having an exposed interior major surface for facing an interior of said building in an installed position of the skylight window, said interior major surface extending in an outward direction away from a center of the IGU, an inward direction extending in a direction opposite to said outward direction, said IGU further having an exposed exterior major surface for facing in an exterior direction which is opposite of said interior of said building in said installed position of the skylight window, said exterior major surface extending in the outward direction, an upward direction being defined as extending away from at a right angle to said exterior major surface of the IGU, said first frame side member having a primary leg, which in said closed position of the skylight window is positioned lateral to and extends along an outwardly facing surface of said first peripheral side of the IGU, and a secondary leg, which in said closed position of the skylight window extends lateral to and along a part of said interior major surface of the IGU, a height direction extending from the exposed interior major surface towards the exposed exterior major surface, said secondary leg having a bottom surface facing in a direction away from the interior major surface of the IGU, which bottom surface comprises a lining panel protrusion located lower than the exposed interior major surface of the IGU in the height direction, wherein the lining panel protrusion protrudes away from the IGU, the lining panel protrusion comprising a first surface for abutting an inwardly facing surface of said reveal panel or lining panel when received by said protrusion, characterized in that said first peripheral side of the IGU is located, in said outward direction, beyond said first surface of said protrusion. a window frame having four frame side members (10, 11, 18), a window sash having four sash side members (12, 13, 14) supporting an insulating glazing unit, abbreviated as IGU, 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, and a weather shield comprising a weather shield pane positioned on an exterior side of the IGU, a first of the frame side members being associated with a first of the sash side members, each of said first frame and sash side member (10, 14) extending in a respective longitudinal direction substantially in parallel with a first peripheral side of the IGU, said IGU having an exposed interior major surface for facing an interior of said building in an installed position of the skylight window, said interior major surface extending in an outward direction away from a center of the IGU, an inward direction extending in a direction opposite to said outward direction, said IGU further having an exposed exterior major surface for facing in an exterior direction which is opposite of said interior of said building in said installed position of the skylight window, said exterior major surface extending in the outward direction, an upward direction being defined as extending away from at a right angle to said exterior major surface of the IGU, said first frame side member having a primary leg, which in said closed position of the skylight window is positioned lateral to and extends along an outwardly facing surface of said first peripheral side of the IGU, and a secondary leg, which in said closed position of the skylight window extends lateral to and along a part of said interior major surface of the IGU, a height direction extending from the exposed interior major surface towards the exposed exterior major surface, said secondary leg having a bottom surface facing in a direction away from the interior major surface of the IGU, which bottom surface comprises a lining panel protrusion located lower than the exposed interior major surface of the IGU in the height direction, wherein the lining panel protrusion protrudes away from the IGU, the lining panel protrusion comprising a first surface for abutting an inwardly facing surface of said reveal panel or lining panel when received by said protrusion, characterized in that said first peripheral side of the IGU is located, in said outward direction, beyond said first surface of said protrusion.