diff --git a/src/msw/thread.cpp b/src/msw/thread.cpp
index 04d16742d8..2b22bd61c2 100644
--- a/src/msw/thread.cpp
+++ b/src/msw/thread.cpp
@@ -90,8 +90,9 @@ enum wxThreadState
 // this module globals
 // ----------------------------------------------------------------------------
 
-// TLS index of the slot where we store the pointer to the current thread
-static DWORD gs_tlsThisThread = 0xFFFFFFFF;
+// TLS index of the slot where we store the pointer to the current thread, the
+// initial value is special and means that it's not initialized yet
+static DWORD gs_tlsThisThread = TLS_OUT_OF_INDEXES;
 
 // id of the main thread - the one which can call GUI functions without first
 // calling wxMutexGuiEnter()
@@ -108,11 +109,6 @@ static wxCriticalSection *gs_critsectGui = NULL;
 // critical section which protects gs_nWaitingForGui variable
 static wxCriticalSection *gs_critsectWaitingForGui = NULL;
 
-// critical section which serializes WinThreadStart() and WaitForTerminate()
-// (this is a potential bottleneck, we use a single crit sect for all threads
-// in the system, but normally time spent inside it should be quite short)
-static wxCriticalSection *gs_critsectThreadDelete = NULL;
-
 // number of threads waiting for GUI in wxMutexGuiEnter()
 static size_t gs_nWaitingForGui = 0;
 
@@ -525,6 +521,9 @@ THREAD_RETVAL wxThreadInternal::DoThreadStart(wxThread *thread)
     wxTRY
     {
         // store the thread object in the TLS
+        wxASSERT_MSG( gs_tlsThisThread != TLS_OUT_OF_INDEXES,
+                      "TLS index not set. Is wx initialized?" );
+
         if ( !::TlsSetValue(gs_tlsThisThread, thread) )
         {
             wxLogSysError(_("Cannot start thread: error writing TLS."));
@@ -913,6 +912,8 @@ bool wxThreadInternal::Resume()
 
 wxThread *wxThread::This()
 {
+    wxASSERT_MSG( gs_tlsThisThread != TLS_OUT_OF_INDEXES,
+                  "TLS index not set. Is wx initialized?" );
     wxThread *thread = (wxThread *)::TlsGetValue(gs_tlsThisThread);
 
     // be careful, 0 may be a valid return value as well
@@ -1226,7 +1227,7 @@ bool wxThreadModule::OnInit()
 {
     // allocate TLS index for storing the pointer to the current thread
     gs_tlsThisThread = ::TlsAlloc();
-    if ( gs_tlsThisThread == 0xFFFFFFFF )
+    if ( gs_tlsThisThread == TLS_OUT_OF_INDEXES )
     {
         // in normal circumstances it will only happen if all other
         // TLS_MINIMUM_AVAILABLE (>= 64) indices are already taken - in other
@@ -1241,7 +1242,7 @@ bool wxThreadModule::OnInit()
     if ( !::TlsSetValue(gs_tlsThisThread, (LPVOID)0) )
     {
         ::TlsFree(gs_tlsThisThread);
-        gs_tlsThisThread = 0xFFFFFFFF;
+        gs_tlsThisThread = TLS_OUT_OF_INDEXES;
 
         wxLogSysError(_("Thread module initialization failed: cannot store value in thread local storage"));
 
@@ -1253,8 +1254,6 @@ bool wxThreadModule::OnInit()
     gs_critsectGui = new wxCriticalSection();
     gs_critsectGui->Enter();
 
-    gs_critsectThreadDelete = new wxCriticalSection;
-
     wxThread::ms_idMainThread = wxThread::GetCurrentId();
 
     return true;
@@ -1267,7 +1266,10 @@ void wxThreadModule::OnExit()
         wxLogLastError(wxT("TlsFree failed."));
     }
 
-    wxDELETE(gs_critsectThreadDelete);
+    // invalidate slot index to make the errors more obvious if we try to use
+    // it from now on, e.g. if any wxThreads are still running (which shouldn't
+    // be the case, of course, but might still happen)
+    gs_tlsThisThread = TLS_OUT_OF_INDEXES;
 
     if ( gs_critsectGui )
     {