I've lost my private key. How can I connect to my Window instance?

Go to EC2 - Keypairs (Delete the key pair, which you lost) create a new key pair with the same name and download it at a safe place From instance description copy Instance type, VPC ID, Subnet ID, Security groups, and IAM role Shut down your instance and create AMI from it. Launch a new instance from this AMI and select the same description you noted. Use Ec2 config or EC2 launch to reset the admin password.

Hi There

In addition to Honeybwm's answer, you can also use Automation, a capability of AWS Systems Manager, with the AWSSupport-ResetAccess runbook to reset the local admin password of your Windows instance. See https://docs.aws.amazon.com/systems-manager/latest/userguide/automation-ec2reset.html