diff --git a/CMakeLists.txt b/CMakeLists.txt
index 3b8012476..bdaaa6661 100644
--- a/CMakeLists.txt
+++ b/CMakeLists.txt
@@ -10,7 +10,6 @@ if (MSVC)
 endif (MSVC)
 
 set_default_configuration_release()
-msvc_use_static_runtime()
 
 #-- Options
 option(BUILD_C_DOC "Build documentation for C APIs using Doxygen." OFF)
@@ -67,6 +66,7 @@ if (USE_CUDA)
 endif (USE_CUDA)
 
 # dmlc-core
+msvc_use_static_runtime()
 add_subdirectory(${PROJECT_SOURCE_DIR}/dmlc-core)
 set_target_properties(dmlc PROPERTIES
   CXX_STANDARD 11
@@ -139,6 +139,8 @@ set_target_properties(
 
 set_output_directory(runxgboost ${PROJECT_SOURCE_DIR})
 set_output_directory(xgboost ${PROJECT_SOURCE_DIR}/lib)
+# Ensure these two targets do not build simultaneously, as they produce outputs with conflicting names
+add_dependencies(xgboost runxgboost)
 
 #-- Installing XGBoost
 if (R_LIB)
@@ -214,3 +216,8 @@ if (GOOGLE_TEST)
     PROPERTIES
     PASS_REGULAR_EXPRESSION ".*test-rmse:0.087.*")
 endif (GOOGLE_TEST)
+
+# For MSVC: Call msvc_use_static_runtime() once again to completely
+# replace /MD with /MT. See https://github.com/dmlc/xgboost/issues/4462
+# for issues caused by mixing of /MD and /MT flags
+msvc_use_static_runtime()
diff --git a/Jenkinsfile b/Jenkinsfile
index d1ce168ec..0fbbcd3db 100644
--- a/Jenkinsfile
+++ b/Jenkinsfile
@@ -25,7 +25,7 @@ pipeline {
 
   // Build stages
   stages {
-    stage('Get sources') {
+    stage('Jenkins Linux: Get sources') {
       agent { label 'linux && cpu' }
       steps {
         script {
@@ -35,7 +35,7 @@ pipeline {
         milestone ordinal: 1
       }
     }
-    stage('Formatting Check') {
+    stage('Jenkins Linux: Formatting Check') {
       agent none
       steps {
         script {
@@ -49,7 +49,7 @@ pipeline {
         milestone ordinal: 2
       }
     }
-    stage('Build') {
+    stage('Jenkins Linux: Build') {
       agent none
       steps {
         script {
@@ -65,7 +65,7 @@ pipeline {
         milestone ordinal: 3
       }
     }
-    stage('Test') {
+    stage('Jenkins Linux: Test') {
       agent none
       steps {
         script {
diff --git a/Jenkinsfile-win64 b/Jenkinsfile-win64
new file mode 100644
index 000000000..831f9154c
--- /dev/null
+++ b/Jenkinsfile-win64
@@ -0,0 +1,70 @@
+#!/usr/bin/groovy
+// -*- mode: groovy -*-
+
+/* Jenkins pipeline for Windows AMD64 target */
+
+pipeline {
+  agent none
+  // Build stages
+  stages {
+    stage('Jenkins Win64: Get sources') {
+      agent { label 'win64' }
+      steps {
+        script {
+          checkoutSrcs()
+        }
+        stash name: 'srcs'
+        milestone ordinal: 1
+      }
+    }
+    stage('Jenkins Win64: Build') {
+      agent none
+      steps {
+        script {
+          parallel ([
+            'build-win64': { BuildWin64() }
+          ])
+        }
+        milestone ordinal: 2
+      }
+    }
+  }
+}
+
+// check out source code from git
+def checkoutSrcs() {
+  retry(5) {
+    try {
+      timeout(time: 2, unit: 'MINUTES') {
+        checkout scm
+        sh 'git submodule update --init'
+      }
+    } catch (exc) {
+      deleteDir()
+      error "Failed to fetch source codes"
+    }
+  }
+}
+
+def BuildWin64() {
+  node('win64') {
+    unstash name: 'srcs'
+    echo "Building XGBoost for Windows AMD64 target..."
+    bat """
+    mkdir build
+    cd build
+    cmake .. -G"Visual Studio 15 2017 Win64" -DUSE_CUDA=ON -DCMAKE_VERBOSE_MAKEFILE=ON
+    """
+    bat """
+    cd build
+    "C:\\Program Files (x86)\\Microsoft Visual Studio\\2017\\Community\\MSBuild\\15.0\\Bin\\MSBuild.exe" xgboost.sln /m /p:Configuration=Release
+    """
+    bat """
+    cd python-package
+    conda activate && python setup.py bdist_wheel --universal
+    """
+    stash name: 'xgboost_win_whl', includes: 'python-package/dist/*.whl'
+    archiveArtifacts artifacts: "python-package/dist/*.whl", allowEmptyArchive: true
+    deleteDir()
+  }
+}
diff --git a/cmake/Utils.cmake b/cmake/Utils.cmake
index d9b38dc8a..8922fd0f0 100644
--- a/cmake/Utils.cmake
+++ b/cmake/Utils.cmake
@@ -17,6 +17,10 @@ endfunction(auto_source_group)
 function(msvc_use_static_runtime)
   if(MSVC)
       set(variables
+          CMAKE_C_FLAGS_DEBUG
+          CMAKE_C_FLAGS_MINSIZEREL
+          CMAKE_C_FLAGS_RELEASE
+          CMAKE_C_FLAGS_RELWITHDEBINFO
           CMAKE_CXX_FLAGS_DEBUG
           CMAKE_CXX_FLAGS_MINSIZEREL
           CMAKE_CXX_FLAGS_RELEASE
@@ -29,6 +33,7 @@ function(msvc_use_static_runtime)
           endif()
       endforeach()
       set(variables
+          CMAKE_CUDA_FLAGS
           CMAKE_CUDA_FLAGS_DEBUG
           CMAKE_CUDA_FLAGS_MINSIZEREL
           CMAKE_CUDA_FLAGS_RELEASE
@@ -39,6 +44,10 @@ function(msvc_use_static_runtime)
               string(REGEX REPLACE "-MD" "-MT" ${variable} "${${variable}}")
               set(${variable} "${${variable}}"  PARENT_SCOPE)
           endif()
+          if(${variable} MATCHES "/MD")
+              string(REGEX REPLACE "/MD" "/MT" ${variable} "${${variable}}")
+              set(${variable} "${${variable}}"  PARENT_SCOPE)
+          endif()
       endforeach()
   endif()
 endfunction(msvc_use_static_runtime)
diff --git a/src/CMakeLists.txt b/src/CMakeLists.txt
index 2886706d2..c053321b6 100644
--- a/src/CMakeLists.txt
+++ b/src/CMakeLists.txt
@@ -42,7 +42,7 @@ if (USE_CUDA)
     $<$<COMPILE_LANGUAGE:CUDA>:--expt-extended-lambda>
     $<$<COMPILE_LANGUAGE:CUDA>:--expt-relaxed-constexpr>
     $<$<COMPILE_LANGUAGE:CUDA>:-lineinfo>
-    $<$<COMPILE_LANGUAGE:CUDA>:--std=c++11>
+    $<$<AND:$<NOT:$<CXX_COMPILER_ID:MSVC>>,$<COMPILE_LANGUAGE:CUDA>>:--std=c++11>
     $<$<COMPILE_LANGUAGE:CUDA>:${GEN_CODE}>)
 
   if (USE_NCCL)
@@ -113,4 +113,10 @@ if (USE_OPENMP)
     set(LINKED_LIBRARIES_PRIVATE "${LINKED_LIBRARIES_PRIVATE};${SRC_LIBS}" PARENT_SCOPE)
   endif (OpenMP_CXX_FOUND OR OPENMP_FOUND)
 endif (USE_OPENMP)
+
+# For MSVC: Call msvc_use_static_runtime() once again to completely
+# replace /MD with /MT. See https://github.com/dmlc/xgboost/issues/4462
+# for issues caused by mixing of /MD and /MT flags
+msvc_use_static_runtime()
+
 #-- End object library