--- cpp/src/arrow/CMakeLists.txt
+++ cpp/src/arrow/CMakeLists.txt
@@ -490,6 +490,10 @@
   target_compile_definitions(arrow_static PUBLIC ARROW_STATIC)
 endif()
 
+if(ARROW_BUILD_SHARED AND WIN32)
+target_compile_definitions(arrow_shared PRIVATE ARROW_EXPORTING)
+endif()
+
 if(ARROW_WITH_BACKTRACE)
   find_package(Backtrace)