--- a/sklearn/_build_utils/openmp_helpers.py
+++ b/sklearn/_build_utils/openmp_helpers.py
@@ -18,7 +18,7 @@
     else:
         compiler = compiler.__class__.__name__
 
-    if sys.platform == "win32":
+    if sys.platform == "win32" and 'MSC' in sys.version:
         return ["/openmp"]
     elif sys.platform == "darwin" and "openmp" in os.getenv("CPPFLAGS", ""):
         # -fopenmp can't be passed as compile flag when using Apple-clang.