diff --git a/runtime/doc/cmdline.txt b/runtime/doc/cmdline.txt
index 182f03c006..a95437ba24 100644
--- a/runtime/doc/cmdline.txt
+++ b/runtime/doc/cmdline.txt
@@ -1205,9 +1205,8 @@ There are two ways to open the command-line window:
 When the window opens it is filled with the command-line history.  The editor
 opens in Normal mode.  The last line contains the command as typed so far.  The
 |cmdwin-char| is shown in 'statuscolumn', indicating the type of command-line.
-
-The window height is decided by 'cmdwinheight' (if there is room).  The window
-is full width and is positioned just above the command-line.
+The window is full width, positioned just above the command-line; its height
+is decided by 'cmdwinheight' (if there is room).
 
 Window and tabpage commands work as usual while cmdwin is open: you can
 navigate, resize, close and open windows/tabpages. The mouse works as in any
@@ -1236,8 +1235,9 @@ CLOSE
 
 There are several ways to leave the command-line window:
 
-<CR>		Execute the command-line under the cursor.  Works both in
-		Insert and in Normal mode.
+<Enter>		Execute the command-line under the cursor, then close the
+		window(s) where cmdwin is visible.  Works both in Insert and
+		in Normal mode.
 CTRL-C		Continue in Command-line mode.  The command-line under the
 		cursor is pre-filled in the command-line.  Works both in
 		Insert and in Normal mode.
@@ -1249,8 +1249,8 @@ CTRL-C		Continue in Command-line mode.  The command-line under the
 
 When the cmdwin closes, focus returns to the window where the command-line
 was started from (if possible).  The cmdwin scratch buffer is destroyed
-(`bufhidden=wipe`).  Any text edits other than the line executed by
-<CR> are lost.
+(`bufhidden=wipe`).  Any text edits other than the line executed by <Enter>
+are lost.
 
 If you would like to execute the command under the cursor and then have the
 command-line window open again, you may find this mapping useful: >
diff --git a/runtime/lua/vim/_core/cmdwin.lua b/runtime/lua/vim/_core/cmdwin.lua
index 699b72e8db..05bc112b33 100644
--- a/runtime/lua/vim/_core/cmdwin.lua
+++ b/runtime/lua/vim/_core/cmdwin.lua
@@ -101,15 +101,22 @@ function M.open(type, init_line, init_col)
     caller_win = caller,
   }
 
-  -- Clean up if the window is closed by other means (`:q`, `:close`, etc.).
+  -- Clean up when the (last-visible) cmdwin is closed by other means (`:q`, `:close`, etc.).
   vim.api.nvim_create_autocmd({ 'WinClosed' }, {
     buffer = buf,
-    once = true,
     nested = true,
-    callback = function()
-      if state ~= nil then
-        M._cleanup()
+    callback = function(ev)
+      if state == nil then
+        return
       end
+      local closing = tonumber(ev.match)
+      for _, w in ipairs(vim.fn.win_findbuf(buf)) do
+        if w ~= closing then
+          return -- Still visible elsewhere; keep cmdwin (and this autocmd) active.
+        end
+      end
+      M._cleanup()
+      return true -- Last cmdwin window gone; delete this autocmd.
     end,
   })
 
@@ -125,8 +132,8 @@ function M._cleanup()
   state = nil
   pcall(vim.api.nvim__cmdwin_set, '', 0) -- Clear the C-side globals.
   pcall(vim.api.nvim_exec_autocmds, 'CmdwinLeave', { pattern = s.type, modeline = false })
-  if vim.api.nvim_win_is_valid(s.win) then
-    pcall(vim.api.nvim_win_close, s.win, true)
+  if vim.api.nvim_buf_is_valid(s.buf) then
+    pcall(vim.api.nvim_buf_delete, s.buf, { force = true })
   end
   if vim.api.nvim_win_is_valid(s.caller_win) then
     pcall(vim.api.nvim_set_current_win, s.caller_win)
diff --git a/test/functional/editor/cmdwin_spec.lua b/test/functional/editor/cmdwin_spec.lua
index c34acea192..d43cb7d4fa 100644
--- a/test/functional/editor/cmdwin_spec.lua
+++ b/test/functional/editor/cmdwin_spec.lua
@@ -32,6 +32,35 @@ describe('cmdwin', function()
     eq('', fn.getcmdwintype())
   end)
 
+  it('<CR> closes all cmdwin (split) windows #40484', function()
+    feed('q:')
+    feed('ilet g:cmdwin_result = 7<Esc>')
+    feed('<C-w>s') -- split: two windows now show the cmdwin buffer.
+    local cmdwin_buf = api.nvim_get_current_buf()
+    eq(2, #fn.win_findbuf(cmdwin_buf)) -- sanity: the split happened
+
+    feed('<CR>')
+    eq(7, api.nvim_get_var('cmdwin_result')) -- the cmdline executed
+    eq('', fn.getcmdwintype())
+    eq(0, #fn.win_findbuf(cmdwin_buf)) -- All cmdwin windows are closed.
+    eq(1, #api.nvim_list_wins()) -- Back to the single original window.
+  end)
+
+  it('<CR> executes when cmdwin was moved to another tabpage #40484', function()
+    feed('q:')
+    feed('ilet g:cmdwin_result = 9<Esc>')
+    feed('<C-w>T') -- Move the cmdwin to its own new tabpage.
+    eq(2, fn.tabpagenr('$')) -- sanity: the new tabpage exists
+    local cmdwin_buf = api.nvim_get_current_buf()
+
+    feed('<CR>')
+    eq(9, api.nvim_get_var('cmdwin_result')) -- the cmdline executed.
+    eq('', fn.getcmdwintype())
+    eq(0, #fn.win_findbuf(cmdwin_buf)) -- cmdwin window closed.
+    eq(1, fn.tabpagenr('$')) -- cmdwin's tabpage is gone.
+    eq(1, #api.nvim_list_wins())
+  end)
+
   it('q/ opens cmdwin with search history', function()
     fn.histadd('/', 'foo')
     fn.histadd('/', 'bar')