diff --git a/include/wx/defs.h b/include/wx/defs.h
index 62146f3baf..4a6d0f7fb2 100644
--- a/include/wx/defs.h
+++ b/include/wx/defs.h
@@ -205,12 +205,6 @@
 #define __cplusplus
 #endif /* __DECCXX */
 
-/* Prevents conflicts between sys/types.h and winsock.h with Cygwin, */
-/* when using Windows sockets. */
-#if defined(__CYGWIN__) && defined(__WINDOWS__)
-#define __USE_W32_SOCKETS
-#endif
-
 #if defined(_MSVC_LANG)
 /*
    We want to always use the really supported C++ standard when using MSVC
diff --git a/include/wx/msw/gccpriv.h b/include/wx/msw/gccpriv.h
index 26f68d18c7..1ec54f90bb 100644
--- a/include/wx/msw/gccpriv.h
+++ b/include/wx/msw/gccpriv.h
@@ -88,6 +88,12 @@
     #define __CYGWIN10__
 #endif
 
+/* Prevents conflicts between sys/types.h and winsock.h with Cygwin, */
+/* when using Windows sockets. */
+#if defined(__CYGWIN__)
+    #define __USE_W32_SOCKETS
+#endif
+
 /*
     Traditional MinGW (but not MinGW-w64 nor TDM-GCC) omits many POSIX
     functions from their headers when compiled with __STRICT_ANSI__ defined.
diff --git a/tests/allheaders.cpp b/tests/allheaders.cpp
index 6295d897c1..73e460703c 100644
--- a/tests/allheaders.cpp
+++ b/tests/allheaders.cpp
@@ -44,9 +44,9 @@
 // We have to include this one first in order to check for wxUSE_XXX below.
 #include "wx/setup.h"
 
-// Normally this is done in wx/defs.h, but as we don't include it here, we need
-// to do it manually to avoid warnings inside the standard headers included
-// from catch.hpp.
+// Normally this is done in include/wx/msw/gccpriv.h included from wx/defs.h,
+// but as we don't include it here, we need to do it manually to avoid warnings
+// inside the standard headers included from catch.hpp.
 #if defined(__CYGWIN__) && defined(__WINDOWS__)
     #define __USE_W32_SOCKETS
 #endif