diff --git a/cpp/CMakeLists.txt b/cpp/CMakeLists.txt
index 941f5db..473e380 100644
--- a/cpp/CMakeLists.txt
+++ b/cpp/CMakeLists.txt
@@ -711,7 +711,7 @@ list(APPEND ARROW_TEST_LINK_LIBS ${ARROW_GTEST_GMOCK} ${ARROW_GTEST_GTEST_MAIN})
 if(ARROW_BUILD_BENCHMARKS)
   set(ARROW_BENCHMARK_LINK_LIBS benchmark::benchmark_main ${ARROW_TEST_LINK_LIBS})
   if(WIN32)
-    list(APPEND ARROW_BENCHMARK_LINK_LIBS Shlwapi.dll)
+    list(APPEND ARROW_BENCHMARK_LINK_LIBS Shlwapi)
   endif()
 endif()
 
diff --git a/cpp/src/arrow/CMakeLists.txt b/cpp/src/arrow/CMakeLists.txt
index 5c1b5e3..f16ee55 100644
--- a/cpp/src/arrow/CMakeLists.txt
+++ b/cpp/src/arrow/CMakeLists.txt
@@ -163,7 +163,7 @@ if(CMAKE_THREAD_LIBS_INIT)
 endif()
 
 if(WIN32)
-  list(APPEND ARROW_SYSTEM_LINK_LIBS "ws2_32.dll")
+  list(APPEND ARROW_SYSTEM_LINK_LIBS "ws2_32")
 endif()
 
 if(NOT WIN32 AND NOT APPLE AND NOT ANDROID)
@@ -628,9 +628,9 @@ else()
   list(APPEND ARROW_TESTING_STATIC_INSTALL_INTERFACE_LIBS ArrowTesting::gtest)
 endif()
 if(WIN32)
-  list(APPEND ARROW_TESTING_SHARED_LINK_LIBS "ws2_32.dll")
-  list(APPEND ARROW_TESTING_STATIC_LINK_LIBS "ws2_32.dll")
-  list(APPEND ARROW_TESTING_STATIC_INSTALL_INTERFACE_LIBS "ws2_32.dll")
+  list(APPEND ARROW_TESTING_SHARED_LINK_LIBS "ws2_32")
+  list(APPEND ARROW_TESTING_STATIC_LINK_LIBS "ws2_32")
+  list(APPEND ARROW_TESTING_STATIC_INSTALL_INTERFACE_LIBS "ws2_32")
 endif()
 
 set(ARROW_TESTING_SRCS