diff --git a/src/openvpn/socket.c b/src/openvpn/socket.c
index 396fa542..714a847a 100644
--- a/src/openvpn/socket.c
+++ b/src/openvpn/socket.c
@@ -1177,7 +1177,11 @@ openvpn_connect (socket_descriptor_t sd,
 	    {
 	      if (--connect_timeout < 0)
 		{
+#ifdef WIN32
+		  status = WSAETIMEDOUT;
+#else
 		  status = ETIMEDOUT;
+#endif
 		  break;
 		}
 	      openvpn_sleep (1);