diff --git a/make_helpers/msys.mk b/make_helpers/msys.mk
index ca0f72b..188dc6c 100644
--- a/make_helpers/msys.mk
+++ b/make_helpers/msys.mk
@@ -37,5 +37,8 @@
 
     include ${MAKE_HELPERS_DIRECTORY}unix.mk
 
+    # In MSYS executable files have the Windows .exe extension type.
+    BIN_EXT := .exe
+
 endif