diff --git a/R-package/src/Makevars.win b/R-package/src/Makevars.win
index 67de745c5..e4f65cbef 100644
--- a/R-package/src/Makevars.win
+++ b/R-package/src/Makevars.win
@@ -1,7 +1,7 @@
 # package root
 PKGROOT=../../
 # _*_ mode: Makefile; _*_
-PKG_CPPFLAGS= -DXGBOOST_CUSTOMIZE_MSG_ -I$(PKGROOT)  
+PKG_CPPFLAGS= -DXGBOOST_CUSTOMIZE_MSG_ -DXGBOOST_CUSTOMIZE_PRNG_ -I$(PKGROOT)  
 PKG_CXXFLAGS= $(SHLIB_OPENMP_CFLAGS)
 PKG_LIBS = $(SHLIB_OPENMP_CFLAGS)