The Wied il-Mielaħ Window (Gozo–Malta) is a limestone natural arch on the north-western coast of the island of Gozo in Malta. It is located at the end of the Wied il-Mielaħ valley north of the village of Għarb. This natural arch is less well known than the Azure Window, which collapsed in March 2017 following a heavy storm, but notwithstanding, it is an imposing and important natural monument too. In the past, the Wied il-Mielah valley was responsible for discharging wastewater from the surrounding localities to the Mediterranean directly at the Wied il-Mielah Window. The sewage flag was often clearly visible underneath the archway into the open sea. The natural features of the arch provide an outstanding touristic attraction. To avoid what happened to the Azure Window, a methodology for the evaluation of the collapse hazard, combining passive seismic, ground penetrating radar (GPR), geological/geomorphological surveys and mine engineering methods, is here proposed. In this study, a methodological approach was applied, based on the following: (i) passive seismic method to study the physical–mechanical characteristics of the rock mass that constitutes the window; (ii) GPR method in order to demonstrate the conservation state (i.e., the intensity of fracturing); (iii) geological/geomorphological surveys in order to obtain a crack pattern; and (iv) scaled span empirical analysis in order to evaluate the stability of the arch. The calculation of the safety factor, with a static method, gave a value equal to 3.75 with a probability of collapse of the marine arch within 50 and 100 years.