When, after connecting to a VPN (like NordVPN), your Internet connection is fine (e.g., you can browse the Internet using a web browser) but Windows reports "No internet connection" and some Microsoft/Windows applications doesn't work (e.g., XBOX app) then here is what helped me.

Figure 1. Steps to fix the issue

Follow the steps as on the above image:

  1. Click on the network status icon
  2. Click on the "Network & Internet settings" option
  3. Click on the "Change adapter options" option
  4. Right click on your VPN ethernet connection and select Properties from the list
  5. Select "Internet Protocol Version 4 (TCP/IPv4)" on the list
  6. Click "Properties" button
  7. Click "Advanced" button
  8. Click "Add" button to add the default gateway
  9. Put your gateway IP address
  10. Click "Add" button and close all other windows by using "OK" button

If you do not know what is your gateway IP address then disconnect VPN for a while and open command line (press Windows key + R and type cmd and press enter). In the command line window write ipconfig and press enter. Find your non-vpn adapter in the results and under it there should be default gateway IP addres. Use that one.