diff --git a/CMakeLists.txt b/CMakeLists.txt
index 0b42e60e1753eff23713fa566800fce366ecc23d..d9b797f3d1e7eabcd9e8285f9161f443f9cda753 100644
--- a/CMakeLists.txt
+++ b/CMakeLists.txt
@@ -135,6 +135,8 @@ if (WIN32)
             "Disable AVX when compiling for Windows" FORCE)
     set(WITH_DSO OFF CACHE STRING
             "Disable DSO when compiling for Windows" FORCE)
+    set(WITH_MKL OFF CACHE STRING
+            "Disable MKL when compiling for Windows" FORCE)
 endif()
 
 set(THIRD_PARTY_PATH "${CMAKE_BINARY_DIR}/third_party" CACHE STRING