diff -Naur pyzmq-17.1.2.orig/setup.py pyzmq-17.1.2/setup.py
--- pyzmq-17.1.2.orig/setup.py	2018-08-29 09:08:08.164677400 -0400
+++ pyzmq-17.1.2/setup.py	2018-08-29 09:14:31.101402300 -0400
@@ -25,6 +25,7 @@
 import errno
 import platform
 from traceback import print_exc
+from sysconfig import _POSIX_BUILD
 
 # whether any kind of bdist is happening
 # do this before importing anything from distutils
@@ -131,7 +132,7 @@
     # is this necessary?
     if sys.platform.startswith('freebsd'):
         settings['libraries'].append('pthread')
-    elif sys.platform.startswith('win'):
+    elif sys.platform.startswith('win') and not _POSIX_BUILD:
         # link against libzmq in build dir:
         plat = distutils.util.get_platform()
         temp = 'temp.%s-%i.%i' % (plat, sys.version_info[0], sys.version_info[1])
@@ -386,7 +387,7 @@
     def create_tempdir(self):
         self.erase_tempdir()
         os.makedirs(self.tempdir)
-        if sys.platform.startswith('win'):
+        if sys.platform.startswith('win') and not _POSIX_BUILD:
             # fetch libzmq.dll into local dir
             local_dll = pjoin(self.tempdir, libzmq_name + '.dll')
             if not self.config['zmq_prefix'] and not os.path.exists(local_dll):
@@ -429,7 +430,7 @@
         """
         if 'bundle_libzmq_dylib' in self.config:
             return self.config['bundle_libzmq_dylib']
-        elif (sys.platform.startswith('win') or self.cross_compiling) \
+        elif ((sys.platform.startswith('win') and not _POSIX_BUILD) or self.cross_compiling) \
                 and not self.config['libzmq_extension']:
             # always bundle libzmq on Windows and cross-compilation
             return True
@@ -478,7 +479,7 @@
             warn("Detected ZMQ version: %s. Some new features in libzmq may not be exposed by pyzmq." % vs)
             line()
 
-        if sys.platform.startswith('win'):
+        if sys.platform.startswith('win') and not _POSIX_BUILD:
             # fetch libzmq.dll into local dir
             local_dll = localpath('zmq', libzmq_name + '.dll')
             if not zmq_prefix and not os.path.exists(local_dll):
@@ -558,7 +559,7 @@
             # this may not be sufficiently precise
             libzmq.define_macros.append(('ZMQ_USE_POLL', 1))
 
-        if sys.platform.startswith('win'):
+        if sys.platform.startswith('win') and not _POSIX_BUILD:
             # include defines from zeromq msvc project:
             libzmq.define_macros.append(('FD_SETSIZE', 16384))
             libzmq.define_macros.append(('DLL_EXPORT', 1))