diff --git a/src/bin/scripts/vacuumdb.c b/src/bin/scripts/vacuumdb.c
index 0c434c68711..2814c034d4e 100644
--- a/src/bin/scripts/vacuumdb.c
+++ b/src/bin/scripts/vacuumdb.c
@@ -10,6 +10,10 @@
  *-------------------------------------------------------------------------
  */
 
+#ifdef WIN32
+#define FD_SETSIZE 1024			/* must set before winsock2.h is included */
+#endif
+
 #include "postgres_fe.h"
 
 #ifdef HAVE_SYS_SELECT_H