diff --git a/src/msw/headerctrl.cpp b/src/msw/headerctrl.cpp
index a56296d5c8..58afd7e608 100644
--- a/src/msw/headerctrl.cpp
+++ b/src/msw/headerctrl.cpp
@@ -540,6 +540,13 @@ void wxMSWHeaderCtrl::DoInsertItem(const wxHeaderColumn& col, unsigned int idx)
 
 void wxMSWHeaderCtrl::SetColumnsOrder(const wxArrayInt& order)
 {
+    // This can happen if we don't have any columns at all and "order" is empty
+    // anyhow in this case, so we don't have anything to do (note that we
+    // already know that the input array contains m_numColumns elements, as
+    // it's checked by the public SetColumnsOrder()).
+    if ( !m_numColumns )
+        return;
+
     wxArrayInt orderShown;
     orderShown.reserve(m_numColumns);