What’s the keyboard shortcut to close an application? Yes, its Alt+F4. Its not an easy shortcut to hit. I always thought that the Escape key was a much better shortcut to close applications. Once I convinced myself that it was the ‘One-True-Way’TM, I decided to impose that shortcut on the applications that I use. Metapad and Irfan View already had that option – the other application I had my sight on was the Windows Explorer(explorer.exe). This tutorial will teach you how to add the Escape key as a shortcut to close Windows Explorer.