In general terms, this disclosure is directed to a window assembly and a window spacer. In one possible configuration and by non-limiting example, the window assembly includes a first sheet, a second sheet, and a spacer arranged between the first sheet and the second sheet. The spacer includes a first elongate strip, a second elongate strip, and continuous sidewalls or a plurality of sidewalls. In some embodiments the sidewalls include a first portion having a first fastening mechanism and a second portion have a second fastening mechanism. The first fastening mechanism is arranged and configured to securely engage with the second fastening mechanism to connect the first portion with the second portion.