diff --git a/cibuildwheel/__main__.py b/cibuildwheel/__main__.py
index 538d56f1..010d9eea 100644
--- a/cibuildwheel/__main__.py
+++ b/cibuildwheel/__main__.py
@@ -20,6 +20,7 @@ from cibuildwheel.util import (
     DependencyConstraints,
     TestSelector,
     Unbuffered,
+    allowed_architectures_check,
     detect_ci_provider,
     resources_dir,
 )
@@ -257,6 +258,12 @@ def main() -> None:
 
     print_preamble(platform, build_options)
 
+    try:
+        allowed_architectures_check(platform, build_options)
+    except ValueError as err:
+        print("cibuildwheel:", *err.args, file=sys.stderr)
+        sys.exit(4)
+
     if not identifiers:
         print(f'cibuildwheel: No build identifiers selected: {build_selector}', file=sys.stderr)
         if not args.allow_empty:
diff --git a/cibuildwheel/linux.py b/cibuildwheel/linux.py
index 1a104d7c..ce725b55 100644
--- a/cibuildwheel/linux.py
+++ b/cibuildwheel/linux.py
@@ -12,7 +12,6 @@ from .util import (
     BuildOptions,
     BuildSelector,
     NonPlatformWheelError,
-    allowed_architectures_check,
     get_build_verbosity_extra_flags,
     prepare_command,
     read_python_configs,
@@ -49,8 +48,6 @@ def get_python_configurations(
 
 
 def build(options: BuildOptions) -> None:
-    allowed_architectures_check('linux', options)
-
     try:
         subprocess.check_output(['docker', '--version'])
     except Exception:
diff --git a/cibuildwheel/macos.py b/cibuildwheel/macos.py
index 66b41b3f..cf691995 100644
--- a/cibuildwheel/macos.py
+++ b/cibuildwheel/macos.py
@@ -14,7 +14,6 @@ from .util import (
     BuildOptions,
     BuildSelector,
     NonPlatformWheelError,
-    allowed_architectures_check,
     download,
     get_build_verbosity_extra_flags,
     get_pip_script,
@@ -188,8 +187,6 @@ def setup_python(python_configuration: PythonConfiguration,
 
 
 def build(options: BuildOptions) -> None:
-    allowed_architectures_check("macos", options)
-
     temp_dir = Path(tempfile.mkdtemp(prefix='cibuildwheel'))
     built_wheel_dir = temp_dir / 'built_wheel'
     repaired_wheel_dir = temp_dir / 'repaired_wheel'
diff --git a/cibuildwheel/windows.py b/cibuildwheel/windows.py
index 5e8c1683..e2a6d254 100644
--- a/cibuildwheel/windows.py
+++ b/cibuildwheel/windows.py
@@ -17,7 +17,6 @@ from .util import (
     BuildOptions,
     BuildSelector,
     NonPlatformWheelError,
-    allowed_architectures_check,
     download,
     get_build_verbosity_extra_flags,
     get_pip_script,
@@ -207,8 +206,6 @@ def pep_518_cp35_workaround(package_dir: Path, env: Dict[str, str]) -> None:
 
 
 def build(options: BuildOptions) -> None:
-    allowed_architectures_check('windows', options)
-
     temp_dir = Path(tempfile.mkdtemp(prefix='cibuildwheel'))
     built_wheel_dir = temp_dir / 'built_wheel'
     repaired_wheel_dir = temp_dir / 'repaired_wheel'
diff --git a/unit_test/main_tests/main_platform_test.py b/unit_test/main_tests/main_platform_test.py
index aa004c5c..e0897dc8 100644
--- a/unit_test/main_tests/main_platform_test.py
+++ b/unit_test/main_tests/main_platform_test.py
@@ -81,8 +81,6 @@ def test_archs_default(platform, intercepted_build_args, monkeypatch):
 
 @pytest.mark.parametrize('use_env_var', [False, True])
 def test_archs_argument(platform, intercepted_build_args, monkeypatch, use_env_var):
-    if platform == 'windows':
-        pytest.skip('Will have empty build selectors on Windows')
 
     if use_env_var:
         monkeypatch.setenv('CIBW_ARCHS', 'ppc64le')
@@ -90,10 +88,15 @@ def test_archs_argument(platform, intercepted_build_args, monkeypatch, use_env_v
         monkeypatch.setenv('CIBW_ARCHS', 'unused')
         monkeypatch.setattr(sys, 'argv', sys.argv + ['--archs', 'ppc64le'])
 
-    main()
-    build_options = intercepted_build_args.args[0]
+    if platform in {'macos', 'windows'}:
+        with pytest.raises(SystemExit) as err:
+            main()
+        assert err.value.args == (4,)
 
-    assert build_options.architectures == {Architecture.ppc64le}
+    else:
+        main()
+        build_options = intercepted_build_args.args[0]
+        assert build_options.architectures == {Architecture.ppc64le}
 
 
 def test_archs_platform_specific(platform, intercepted_build_args, monkeypatch):