Delete the word in which the text cursor is
Ctrl+Backspace deletes the current word up until the text cursor.
Ctrl+Del deletes the end of the current word from the text cursor onward, as well as all spaces and tabs directly after the word.
Therefore, if you hold Ctrl and press (simultaneously or in any order) Del and Backspace, you'll delete the current word.
This works for example on Windows in Notepad and Google Chrome.
You have an answer for Windows, but for other readers, it's worth noting that the same solution applies to Mac, with some key substitutions.
⌥ Option + ⌫ Delete deletes the current word up until the text cursor.
⌥ + ⌦ Delete (or for the shorter keyboards ⌥+fn+Delete) deletes the end of the current word from the text cursor onward (this does not delete spaces, or other characters directly after the word).
You may find this simpler, and give you more control over what you are doing: first do a double-click. This will mark the whole word. Then press delete.