diff --git a/CMakeLists.txt b/CMakeLists.txt
--- a/CMakeLists.txt
+++ b/CMakeLists.txt
@@ -53,8 +53,11 @@ set (PROJECT_SOURCE_DIR "${sigc++_SOURCE_DIR}/sigc++")
 include_directories (${sigc++_SOURCE_DIR})
 include_directories (${sigc++_BINARY_DIR})
 
-if(BUILD_SHARED_LIBS)
-   add_compile_options(-DBUILD_SHARED)
+if (BUILD_SHARED_LIBS)
+     add_compile_options (-DBUILD_SHARED)
+     if (MSVC)
+         add_compile_options (-D_WINDLL)
+     endif()
 endif()
 
 configure_file (sigc++config.h.cmake sigc++config.h)