diff -urN a/Modules/gdbmmodule.c b/Modules/gdbmmodule.c
--- a/Modules/gdbmmodule.c	2014-10-11 22:45:02.211999300 +0100
+++ b/Modules/gdbmmodule.c	2014-10-11 22:45:04.424125800 +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