diff --git a/src/msw/app.cpp b/src/msw/app.cpp
index 8f9782d2d1..cfaf7b34e9 100644
--- a/src/msw/app.cpp
+++ b/src/msw/app.cpp
@@ -118,7 +118,8 @@
 #endif
 
 #if _WIN32_IE >= 0x0300 && \
-    (!defined(__MINGW32__) || wxCHECK_W32API_VERSION( 2, 0 ))
+    (!defined(__MINGW32__) || wxCHECK_W32API_VERSION( 2, 0 )) && \
+    !defined(__CYGWIN__)
     #include <shlwapi.h>
 #endif