diff -Naur mpfr-3.1.2/acinclude.m4 mpfr-3.1.2-p/acinclude.m4
--- mpfr-3.1.2/acinclude.m4	2013-03-13 19:37:46.000000000 +0400
+++ mpfr-3.1.2-p/acinclude.m4	2013-03-18 07:13:02.093333305 +0400
@@ -783,7 +783,7 @@
 [AC_REQUIRE([AC_CANONICAL_HOST])
 AC_SUBST(MPFR_LIBM,'')
 case $host in
-  *-*-beos* | *-*-cygwin* | *-*-pw32*)
+  *-*-beos* | *-*-cygwin* | *-*-msys* | *-*-pw32*)
     # According to libtool AC CHECK LIBM, these systems don't have libm
     ;;
   *-*-solaris*)
diff -Naur mpfr-3.1.2/compile mpfr-3.1.2-p/compile
--- mpfr-3.1.2/compile	2013-03-13 19:38:21.000000000 +0400
+++ mpfr-3.1.2-p/compile	2013-03-18 07:13:02.103333233 +0400
@@ -54,7 +54,7 @@
 	  MINGW*)
 	    file_conv=mingw
 	    ;;
-	  CYGWIN*)
+	  CYGWIN* | MSYS*)
 	    file_conv=cygwin
 	    ;;
 	  *)
diff -Naur mpfr-3.1.2/configure.ac mpfr-3.1.2-p/configure.ac
--- mpfr-3.1.2/configure.ac	2013-03-13 19:37:46.000000000 +0400
+++ mpfr-3.1.2-p/configure.ac	2013-03-18 07:13:02.149999846 +0400
@@ -359,7 +359,7 @@
 AC_SUBST(LIBMPFR_LDFLAGS)
 AC_LIBTOOL_WIN32_DLL
 case $host in
-  *-*-cygwin* | *-*-mingw* | *-*-pw32* | *-*-os2*)
+  *-*-cygwin* | *-*-msys* | *-*-mingw* | *-*-pw32* | *-*-os2*)
    AC_MSG_CHECKING(for DLL/static GMP)
    if test "$enable_shared" = yes; then
      MPFR_LDFLAGS="$MPFR_LDFLAGS -no-undefined"