diff --git a/ci/scripts/python_wheel_windows_build.bat b/ci/scripts/python_wheel_windows_build.bat
index 1f1d5dca721d9..b13aabb316f25 100644
--- a/ci/scripts/python_wheel_windows_build.bat
+++ b/ci/scripts/python_wheel_windows_build.bat
@@ -121,7 +121,5 @@ set ARROW_HOME=C:\arrow-dist
 set CMAKE_PREFIX_PATH=C:\arrow-dist
 
 pushd C:\arrow\python
-@REM bundle the msvc runtime
-cp "C:\Program Files (x86)\Microsoft Visual Studio\2019\Community\VC\Redist\MSVC\14.28.29325\x64\Microsoft.VC142.CRT\msvcp140.dll" pyarrow\
 python setup.py bdist_wheel || exit /B 1
 popd
diff --git a/python/pyarrow/__init__.py b/python/pyarrow/__init__.py
index d00a731324c92..5b03ae5c2305d 100644
--- a/python/pyarrow/__init__.py
+++ b/python/pyarrow/__init__.py
@@ -62,7 +62,24 @@ def parse_git(root, **kwargs):
 # to workaround Cython bug in https://github.com/cython/cython/issues/3603
 _gc_enabled = _gc.isenabled()
 _gc.disable()
-import pyarrow.lib as _lib
+
+try:
+    import pyarrow.lib as _lib
+except ImportError:
+    if _os.name == 'nt':
+        # Give a clearer error message if the import failed because of missing
+        # the C++ runtime for MSVC (see GH-44855).
+        import ctypes
+        try:
+            ctypes.CDLL('msvcp140.dll')
+        except OSError:
+            raise ImportError(
+                "PyArrow import failure, presumably because the Microsoft Visual C++ "
+                "Redistributable is not installed. You can download it from "
+                "https://learn.microsoft.com/en-us/cpp/windows/latest-supported-vc-redist")
+    # Other cases: re-raise original error
+    raise
+
 if _gc_enabled:
     _gc.enable()
 
diff --git a/python/setup.py b/python/setup.py
index 60b9a696d9785..3ae1c5b8d4718 100755
--- a/python/setup.py
+++ b/python/setup.py
@@ -129,8 +129,6 @@ def run(self):
                      ('extra-cmake-args=', None, 'extra arguments for CMake'),
                      ('build-type=', None,
                       'build type (debug or release), default release'),
-                     ('boost-namespace=', None,
-                      'namespace of boost (default: boost)'),
                      ('with-cuda', None, 'build the Cuda extension'),
                      ('with-flight', None, 'build the Flight extension'),
                      ('with-substrait', None, 'build the Substrait extension'),
@@ -144,14 +142,10 @@ def run(self):
                      ('with-gcs', None,
                       'build the Google Cloud Storage (GCS) extension'),
                      ('with-s3', None, 'build the Amazon S3 extension'),
-                     ('with-static-parquet', None, 'link parquet statically'),
-                     ('with-static-boost', None, 'link boost statically'),
                      ('with-orc', None, 'build the ORC extension'),
                      ('with-gandiva', None, 'build the Gandiva extension'),
                      ('generate-coverage', None,
                       'enable Cython code coverage'),
-                     ('bundle-boost', None,
-                      'bundle the (shared) Boost libraries'),
                      ('bundle-cython-cpp', None,
                       'bundle generated Cython C++ code '
                       '(used for code coverage)'),