diff --git a/Makefile b/Makefile
index 775b42eba..d3140777d 100644
--- a/Makefile
+++ b/Makefile
@@ -60,4 +60,4 @@ Rpack:
 	R CMD check --as-cran xgboost*.tar.gz
 
 clean:
-	$(RM) $(OBJ) $(BIN) $(SLIB) *.o *~ */*~ */*/*~
+	$(RM) $(OBJ) $(BIN) $(SLIB) *.o  */*.o */*/*.o *~ */*~ */*/*~