Company CEO Steve Ballmer revealed at the Build conference that the operating system took mere days to hit the figure.
"The level of enthusiasm we've seen is exciting," AllThingsD quotes Ballmer as saying. "I think we are really resonating across the board with the work we are bringing to market."
Ballmer previously made the ambitious prediction that the Windows 8 line - which includes the mobile version of Windows Phone 8 and the tablet-optimised Windows RT - will be on 400 million devices by the end of the year.
By comparison, Apple's Mac OS X Mountain Lion sold three million units over the same time period, but this figure represented around 4.5% of its installed base of 66 million.
Windows 8's 4 million downloads account for approximately a third of 1% of its base of around 1.25 billion.
Watch a video advertisement for Windows 8 below: