In Tools | Options | Keyboard...
- Add
CTRL+Was a Global shortcut forWindow.CloseDocumentWindow - Remove the
CTRL+Wshortcut forEdit.SelectCurrentWord
The caveat to this is if you are used to using CTRL+W to select the current word. If you do, find another shortcut that works for that.


Works in Visual Studio 2017 with a few few tweaks as travisterrell mention above.
CTRL + W is actually bound to 4 items which all need removing - then it you can set it to Window.CloseDocumentWindow.
The default command for Window.CloseDocumentWindow is CTRL + F4