It would work fine on both. You can select the one you or your company is more comfortable with.
See https://confluence.atlassian.com/display/JIRA/Supported+Platforms for the list of supported platforms.
You should use which ever your organisation is most familiar with to be fair.
I'd always choose CentOS over Windows myself, because it's better supported, far easier to configure and maintain, cheaper, faster and more stable. I've never had significant OS related problems running Atlassian software on Unix based machines, but wasted vast amounts of time trying to run them on Windows boxes (not because of the software, the faults were invariably down to Windows problems, configuration or bugs).
But,that's just my experience. If you're a Windows server oriented organisation, it probably isn't worth a huge battle to try something new, especially if you've got server experts you can ask the difficult questions of (just don't let them say "it must be the software" - it rarely is)
From Confluence side is the same thing, if you need to check what is supported for Confluence in terms about platforms you can check this another link (very similar to the one that was posted but for Confluence):
In addition, just a comment about my experience with Confluence I have used for 1 year with Windows and no problems, now I'm using with Linux and everything is working pretty good, Confluence is awesome.
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