diff --git a/CMakeLists.txt b/CMakeLists.txt
index 966f0921c..109152f43 100644
--- a/CMakeLists.txt
+++ b/CMakeLists.txt
@@ -28,6 +28,7 @@ set_default_configuration_release()
 option(BUILD_C_DOC "Build documentation for C APIs using Doxygen." OFF)
 option(USE_OPENMP "Build with OpenMP support." ON)
 option(BUILD_STATIC_LIB "Build static library" OFF)
+option(FORCE_SHARED_CRT "Build with dynamic CRT on Windows (/MD)" OFF)
 option(RABIT_BUILD_MPI "Build MPI" OFF)
 ## Bindings
 option(JVM_BINDINGS "Build JVM bindings" OFF)
@@ -160,6 +161,9 @@ endif (USE_NCCL)
 
 # dmlc-core
 msvc_use_static_runtime()
+if (FORCE_SHARED_CRT)
+  set(DMLC_FORCE_SHARED_CRT ON)
+endif ()
 add_subdirectory(${xgboost_SOURCE_DIR}/dmlc-core)
 
 if (MSVC)
diff --git a/cmake/Utils.cmake b/cmake/Utils.cmake
index 645f31fef..32a5304b3 100644
--- a/cmake/Utils.cmake
+++ b/cmake/Utils.cmake
@@ -15,7 +15,7 @@ endfunction(auto_source_group)
 
 # Force static runtime for MSVC
 function(msvc_use_static_runtime)
-  if(MSVC)
+  if(MSVC AND (NOT BUILD_SHARED_LIBS) AND (NOT FORCE_SHARED_CRT))
       set(variables
           CMAKE_C_FLAGS_DEBUG
           CMAKE_C_FLAGS_MINSIZEREL