diff --git a/extra/comp_err.c b/extra/comp_err.c
index 2d685a04087..0a77cf6f66d 100644
--- a/extra/comp_err.c
+++ b/extra/comp_err.c
@@ -188,8 +188,9 @@ int main(int argc, char *argv[])
       DBUG_RETURN(1);
     }
     clean_up(lang_head, error_head);
+    DBUG_LEAVE;			/* Can't use dbug after my_end() */
     my_end(info_flag ? MY_CHECK_ERROR | MY_GIVE_INFO : 0);
-    DBUG_RETURN(0);
+    return 0;
   }
 }
 
diff --git a/include/my_dbug.h b/include/my_dbug.h
index db2139fa2e2..65bb7b55d0d 100644
--- a/include/my_dbug.h
+++ b/include/my_dbug.h
@@ -81,6 +81,7 @@ extern FILE *_db_fp_(void);
 #else						/* No debugger */
 
 #define DBUG_ENTER(a1)
+#define DBUG_LEAVE
 #define DBUG_RETURN(a1)             do { return(a1); } while(0)
 #define DBUG_VOID_RETURN            do { return; } while(0)
 #define DBUG_EXECUTE(keyword,a1)    do { } while(0)
diff --git a/include/my_pthread.h b/include/my_pthread.h
index 81100fe2b88..9146cab8589 100644
--- a/include/my_pthread.h
+++ b/include/my_pthread.h
@@ -116,6 +116,13 @@ void pthread_exit(void *a);	 /* was #define pthread_exit(A) ExitThread(A)*/
 #define _REENTRANT			1
 #define HAVE_PTHREAD_ATTR_SETSTACKSIZE	1
 
+/*
+  Windows has two ways to use thread local storage. The most efficient
+  is using __declspec(thread), but that does not work properly when
+  used in a .dll that is loaded at runtime, after program load. So for
+  libmysql.dll and libmysqld.dll we define USE_TLS in order to use the
+  TlsXxx() API instead, which works in all cases.
+*/
 #ifdef USE_TLS					/* For LIBMYSQL.DLL */
 #undef SAFE_MUTEX				/* This will cause conflicts */
 #define pthread_key(T,V)  DWORD V
diff --git a/libmysql/cmakelists.txt b/libmysql/cmakelists.txt
index 006eac2fbb9..983799a8aca 100644
--- a/libmysql/cmakelists.txt
+++ b/libmysql/cmakelists.txt
@@ -1,5 +1,7 @@
-SET(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} -DSAFEMALLOC -DSAFE_MUTEX")
-SET(CMAKE_C_FLAGS_DEBUG "${CMAKE_C_FLAGS_DEBUG} -DSAFEMALLOC -DSAFE_MUTEX")
+# Need to set USE_TLS, since __declspec(thread) approach to thread local
+# storage does not work properly in DLLs.
+SET(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} -DSAFEMALLOC -DSAFE_MUTEX -DUSE_TLS")
+SET(CMAKE_C_FLAGS_DEBUG "${CMAKE_C_FLAGS_DEBUG} -DSAFEMALLOC -DSAFE_MUTEX -DUSE_TLS")
 
 INCLUDE_DIRECTORIES(${CMAKE_SOURCE_DIR}/include 
                     ${CMAKE_SOURCE_DIR}/zlib 
diff --git a/mysys/cmakelists.txt b/mysys/cmakelists.txt
index ceecc1368ec..1048bf61eec 100644
--- a/mysys/cmakelists.txt
+++ b/mysys/cmakelists.txt
@@ -1,5 +1,8 @@
-SET(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} -DSAFEMALLOC -DSAFE_MUTEX -DUSE_SYMDIR")
-SET(CMAKE_C_FLAGS_DEBUG "${CMAKE_C_FLAGS_DEBUG} -DSAFEMALLOC -DSAFE_MUTEX -DUSE_SYMDIR")
+# Need to set USE_TLS, since mysys is linked into libmysql.dll and
+# libmysqld.dll, and __declspec(thread) approach to thread local storage does
+# not work properly in DLLs.
+SET(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} -DSAFEMALLOC -DSAFE_MUTEX -DUSE_SYMDIR -DUSE_TLS")
+SET(CMAKE_C_FLAGS_DEBUG "${CMAKE_C_FLAGS_DEBUG} -DSAFEMALLOC -DSAFE_MUTEX -DUSE_SYMDIR -DUSE_TLS")
 
 INCLUDE_DIRECTORIES(${CMAKE_SOURCE_DIR}/zlib ${CMAKE_SOURCE_DIR}/include)
 ADD_LIBRARY(mysys array.c charset-def.c charset.c checksum.c default.c default_modify.c
diff --git a/mysys/my_init.c b/mysys/my_init.c
index efeee0fbc76..31757cd5df0 100644
--- a/mysys/my_init.c
+++ b/mysys/my_init.c
@@ -134,7 +134,10 @@ void my_end(int infoflag)
   */
   FILE *info_file= DBUG_FILE;
   my_bool print_info= (info_file != stderr);
-  DBUG_ENTER("my_end");
+  /* We do not use DBUG_ENTER here, as after cleanup DBUG is no longer
+     operational, so we cannot use DBUG_RETURN.
+  */
+  DBUG_PRINT("info",("Shutting down"));
   if (!info_file)
   {
     info_file= stderr;
@@ -214,7 +217,6 @@ Voluntary context switches %ld, Involuntary context switches %ld\n",
     WSACleanup();
 #endif /* __WIN__ */
   my_init_done=0;
-  DBUG_VOID_RETURN;
 } /* my_end */