diff --git a/R-package/CMakeLists.txt b/R-package/CMakeLists.txt
index ac60ff02e..d056ffe50 100644
--- a/R-package/CMakeLists.txt
+++ b/R-package/CMakeLists.txt
@@ -21,7 +21,11 @@ target_include_directories(xgboost-r
   ${PROJECT_SOURCE_DIR}/include
   ${PROJECT_SOURCE_DIR}/dmlc-core/include
   ${PROJECT_SOURCE_DIR}/rabit/include)
-target_link_libraries(xgboost-r PRIVATE ${LIBR_CORE_LIBRARY})
+target_link_libraries(xgboost-r PUBLIC ${LIBR_CORE_LIBRARY})
+if (USE_OPENMP)
+  find_package(OpenMP REQUIRED)
+  target_link_libraries(xgboost-r PUBLIC OpenMP::OpenMP_CXX OpenMP::OpenMP_C)
+endif (USE_OPENMP)
 set_target_properties(
   xgboost-r PROPERTIES
   CXX_STANDARD 14