Windass is one of the few winger options the Gers boast, and he has looked bright during the opening weeks of the season, contributing one goal and two assists in the Scottish Premiership so far.
The 23-year-old has explained however, that while he is happy with the impact that he is making in the final third, Caixinha is frequently expressing his frustration at Windass' desire to stay forward rather than provide the defence with additional support.
“I played up front at Accrington quite a lot and the gaffer here drills into me most days about defending and my defensive work and shouts at me quite a lot to get back defending," he told the club's official website.
“The things I have had to work on are defensively, my attacking play speaks for itself so it’s not really that I need to work on, it is more helping the full-backs and getting closer to the midfield. The gaffer is on me day in and day out to improve that."
It is probably no surprise that Caixinha is seemingly on Windass' case on a regular basis as the Englishman is likely to remain an important member of the side over the coming months, given their lack of wide options further forward.
And anyway, Caixinha will probably be hoping that Rangers are capable of becoming much more like the force they previously were as it will ensure that Windass is only required to drop-in and cover on very rare occasions.
But for the time-being, with the Portuguese still trying to make his mark on the team, it arguably makes sense that he wants to see some of the attacking players give the defence more support when they are under pressure or go forward themselves.