MSN Messenger was launched in 1999 but was switched off for most users in 2013, after Microsoft bought rival Skype.
Users in China continued to use the old service but will now be transferred to Skype by October 31.
Windows Live still had as many as 330 million users as recently as 2009.
However, those numbers later declined, while users of Skype rose to nearly 300 million by 2012.
The service came to China in 2005, but later faced stiff competition from domestic rivals such as QQ messenger, built by Chinese firm Tencent.
A number of Chinese Windows Live users received emails from Microsoft on Thursday, Chinese newspapers reported, informing them of the planned closure.
The emails told users they would get free Skype credit when they migrated over to the new service, the newspaper said.
MSN Messenger began as a simple text chat service in 1999, a rival to AOL’s AIM service and ICQ.
It later added features such as photo delivery, video calls and games as the technology developed.
Microsoft’s purchase of Skype for $8.5 billion in 2012 spelled the beginning of the end for the service.
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