diff --git a/docs/COMPILE-WINDOWS.md b/docs/COMPILE-WINDOWS.md
index b5cf9a7d..0e292370 100644
--- a/docs/COMPILE-WINDOWS.md
+++ b/docs/COMPILE-WINDOWS.md
@@ -81,6 +81,9 @@ For each option, refer to docs/README for more details.
 [2] Compile from source on Windows - with MinGW (MSYS2)
 
 To compile with MinGW, install MSYS2 as instructed in the first section.
+
+Note: After MSYS2 is installed, you will have 3 shortcuts to open the command prompt: "MSYS2 MSYS", "MSYS2 MingGW-32 bit" and "MSYS2 MinGW 64-bit". Use the MinGW shortcut so that compilation succeeds.
+
 Then, build Unicorn with the next steps:
 
 - To compile Windows 32-bit binary with MinGW, run: