A window frame assembly is disclosed for facilitating the installation of new or replacement windows. The assembly includes a pair of opposed frame sections each having a generally rectangular configuration and appropriate dimensions to conform to the window opening. Each of the sections include opposed top and bottom components interconnected by opposed end components. In one form, locking means are carried by at least the top and bottom components of each of the frame sections so that they may be slid together and snapped in place in the window opening to form a frame assembly about the frame of the window itself. The top, bottom and end components also carry sealing means which are intended to abut and engage the window frame so as to provide a firm seal with the window itself. In one form, at least a portion of the sealing means are also adjustable to accommodate variations in window thicknesses while in another form the sealing means also serve as a thermal barrier. The frame components are L-shaped in cross-section so that one leg may fit against the surrounding building structure thereby presenting a weather tight seal as well as an aesthetically pleasing overall assembly. In a modified form of the invention an expansion member is provided between the frame sections so as to accommodate different wall thicknesses.