There is described a method of creating a transparent window (W*) in a security, especially paper, substrate (1) for security printing applications, the method comprising the steps of (i) providing a security substrate (1), (ii) forming an opening (10*) into and through the security substrate (1), and (iii) filling the opening (10*) with transparent material (2) thereby forming the transparent window (W*). The filling of the opening (10*) with the transparent material (2) is carried out in a state where the opening (10*) is open on both sides of the security substrate (1) and extends through the security substrate (1), the filling of the opening (10*) including (10 the application of a first side (I) of the security substrate (1) against a supporting surface (21A) of a supporting member (20′, 21) in such a way as to block one side of the opening (10*), while the transparent material (2) is applied inside the opening (10*) from the other side (II) of the security substrate (1). Advantageously, the method further comprises the step of forming a field of lenses (L) on one side of the transparent window (W*), in particular by replicating the field of lenses (L) directly into the transparent material (2) filling the opening (10*). Also described is a suitable device designed to fill the opening (10*) with the transparent material (2).