diff -urN a/Modules/_gdbmmodule.c b/Modules/_gdbmmodule.c
--- a/Modules/_gdbmmodule.c	2014-10-11 14:23:17.097007200 +0100
+++ b/Modules/_gdbmmodule.c	2014-10-11 14:23:18.944112800 +0100
@@ -11,7 +11,7 @@
 #include <fcntl.h>
 #include "gdbm.h"
 
-#if defined(WIN32) && !defined(__CYGWIN__)
+#if defined(WIN32) && !defined(__CYGWIN__) && !defined(__MINGW32__)
 #include "gdbmerrno.h"
 extern const char * gdbm_strerror(gdbm_error);
 #endif