Most generally speaking, any gap in an atmosphere's absorption spectrum, allowing electromagnetic radiation within a certain wavelength range to pass through unimpeded.

More commonly, the window in the infrared absorption spectrum of the Earth's atmosphere, ranging from about 8 to 12 microns. The atmosphere is nearly transparent in this range, which corresponds nicely to the peak of the planet's emission spectrum. This is a good thing: it allows enough energy to radiate out into space to avoid overheating and roasting billions of living organisms (such as you).

There are complications, though. Clouds are good absorbers of radiation in the infrared window range, so clear skies are necessary for it to work effectively. Also, the atmosphere's numerous components have far from identical properties. Industrial activities have increased concentrations of carbon dioxide and methane, among others, gradually narrowing the window and contributing to the greenhouse effect.