diff --git a/cryptography/hazmat/bindings/openssl/cms.py b/cryptography/hazmat/bindings/openssl/cms.py
index 4888e5e..a3760f2 100644
--- a/cryptography/hazmat/bindings/openssl/cms.py
+++ b/cryptography/hazmat/bindings/openssl/cms.py
@@ -15,6 +15,11 @@
 
 INCLUDES = """
 #if !defined(OPENSSL_NO_CMS) && OPENSSL_VERSION_NUMBER >= 0x0090808fL
+// The next define should really be in the OpenSSL header, but it is missing.
+// Failing to include this on Windows causes compilation failures.
+#if defined(OPENSSL_SYS_WINDOWS)
+#include <windows.h>
+#endif
 #include <openssl/cms.h>
 #endif
 """