The man, aged in his 50s, was rushed to hospital with horrific injuries following the crash which happened during icy weather on a country road.
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The cyclist, who was from Berkshire, was rushed to Frimley Park Hospital in Camberley after emergency services were called to the scene at 6.35am but police said he had died by the early afternoon.
Thames Valley Police is continuing to appeal for witnesses
The road was closed between the North Street roundabout and Legoland roundabout for more than two hours while police dealt with the crash.
A spokesman said: "Thames Valley Police is continuing to appeal for witnesses following a serious collision on Winkfield Road, Windsor.
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"At around 6.35am today, a serious collision occurred between a cyclist and a silver Volkswagen transporter van. We can now confirm that sadly a man in his 50s from Berkshire died. His next of kin have been informed."
Investigating officer Police constable Joy Jarvis, of the Serious Injury Collision Unit, said: "We are continuing to appeal for anyone who has witnessed this collision to come forward.
"We would urge anyone who was travelling on the Winkfield Road near to Legoland between the times of 6.00am and around 6.40am this morning, to come forward."