diff --git a/lib/curl_setup.h b/lib/curl_setup.h
index ba14972e23..4ee0aa0a3e 100644
--- a/lib/curl_setup.h
+++ b/lib/curl_setup.h
@@ -28,6 +28,11 @@
 #define CURL_NO_OLDIES
 #endif
 
+/* Set default _WIN32_WINNT */
+#ifdef __MINGW32__
+#include <_mingw.h>
+#endif
+
 /*
  * Disable Visual Studio warnings:
  * 4127 "conditional expression is constant"