In Windows 10 on a Dell (the shittiest computer I have ever had the misfortune to use Photoshop on, may they burn in hell*). Go down to the bottom right of the screen and right-click on the Show Desktop button, then uncheck the Peek At Desktop (在桌面上速览) option. That’s it.
*Yes, using Photoshop in Windows 10 is unpleasant, but Dell adds a new layer of horror. For example, the machine gets so hot I could fry an egg on the keyboard – but only when using Photoshop, it does this for no other program.
Solution found at: How to Geek