This study addresses the single-machine scheduling problem with a common due window (CDW) that has a constant size and position. The objective is to minimise the total weighted earliness–tardiness penalties for jobs completed out of the CDW. To determine a schedule as close to optimum as possible, this study develops a dynamic dispatching rule and an effective constructive heuristic. The better performance of the proposed heuristic is demonstrated by comparing the results of it with those of a state-of-the-art greedy heuristic on a well-known benchmark problem set. In addition, we incorporate the constructive heuristic into a best-so-far meta-heuristic to examine the benefit of the proposed heuristic. The results show that the best known solutions in 144 out of the 250 benchmark instances are improved.