Velux, which specialises in roof windows and related products, issued the warning, saying that the problem relates to 1.2 million units manufactured between 1997 and 2003.
It affects windows with a width of 39cm or less and with a specific pane code.
In the UK and Ireland, it is estimated that the 195,000 affected windows were produced between 2001 and 2002, and that across Europe close to 11,000, or 0.9 per cent, of windows will be affected.The problem relates to sealants used in production of the windows - they have allowed the argon gas, with which Velux fills the space between the double glazing, to escape.
The drop in pressure created by the escape causes the glass to crack or break. Velux said the problem is also exacerbated by cold weather.
Since 2003, however, a different sealant has been used in the production that avoids the problem.** Velux is encouraging customers to check their windows, and if they are affected, to contact them and arrange to have the panes replaced free of charge.
Keith Riddle, managing director of Velux Company Ltd's UK and Ireland operations, said: "The likelihood of somebody being injured is fortunately very small, but there is a risk and that's why we've issued the warning, because we want the opportunity to put the problem right."
Riddle added that he thought that the final bill for the replacement windows would run into millions of pounds. Further details concerning the identification of affected windows can be found at www.velux-pw.co.uk.