diff --git a/HISTORY.md b/HISTORY.md
index 46bcf2f9c0..6c5102e1dd 100644
--- a/HISTORY.md
+++ b/HISTORY.md
@@ -1,5 +1,6 @@
 ### mlpack ?.?.?
 ###### ????-??-??
+  * Fix include ordering issue for `LinearRegression` (#3541).
 
 ### mlpack 4.2.1
 ###### 2023-09-05
diff --git a/src/mlpack/core/dists/regression_distribution.hpp b/src/mlpack/core/dists/regression_distribution.hpp
index 9e9797dc83..252e483d6d 100644
--- a/src/mlpack/core/dists/regression_distribution.hpp
+++ b/src/mlpack/core/dists/regression_distribution.hpp
@@ -10,8 +10,8 @@
  * 3-clause BSD license along with mlpack.  If not, see
  * http://www.opensource.org/licenses/BSD-3-Clause for more information.
  */
-#ifndef MLPACK_CORE_DISTRIBUTIONS_REGRESSION_DISTRIBUTION_HPP
-#define MLPACK_CORE_DISTRIBUTIONS_REGRESSION_DISTRIBUTION_HPP
+#ifndef MLPACK_CORE_DISTS_REGRESSION_DISTRIBUTION_HPP
+#define MLPACK_CORE_DISTS_REGRESSION_DISTRIBUTION_HPP
 
 #include <mlpack/prereqs.hpp>
 #include <mlpack/core/dists/gaussian_distribution.hpp>
diff --git a/src/mlpack/core/dists/regression_distribution_impl.hpp b/src/mlpack/core/dists/regression_distribution_impl.hpp
index a71b1f4eff..328f0c4ab2 100644
--- a/src/mlpack/core/dists/regression_distribution_impl.hpp
+++ b/src/mlpack/core/dists/regression_distribution_impl.hpp
@@ -10,9 +10,8 @@
  * 3-clause BSD license along with mlpack.  If not, see
  * http://www.opensource.org/licenses/BSD-3-Clause for more information.
  */
-
-#ifndef MLPACK_CORE_DISTRIBUTIONS_REGRESSION_DISTRIBUTION_IMPL_HPP
-#define MLPACK_CORE_DISTRIBUTIONS_REGRESSION_DISTRIBUTION_IMPL_HPP
+#ifndef MLPACK_CORE_DISTS_REGRESSION_DISTRIBUTION_IMPL_HPP
+#define MLPACK_CORE_DISTS_REGRESSION_DISTRIBUTION_IMPL_HPP
 
 #include "regression_distribution.hpp"
 
diff --git a/src/mlpack/methods/linear_regression/linear_regression.hpp b/src/mlpack/methods/linear_regression/linear_regression.hpp
index 9a0ee221aa..c2d7ce2e2b 100644
--- a/src/mlpack/methods/linear_regression/linear_regression.hpp
+++ b/src/mlpack/methods/linear_regression/linear_regression.hpp
@@ -13,7 +13,11 @@
 #ifndef MLPACK_METHODS_LINEAR_REGRESSION_LINEAR_REGRESSION_HPP
 #define MLPACK_METHODS_LINEAR_REGRESSION_LINEAR_REGRESSION_HPP
 
-#include <mlpack/core.hpp>
+// Because RegressionDistribution uses LinearRegression internally, we need to
+// make sure we define LinearRegression fully before we define
+// RegressionDistribution.  Therefore we have to include the prereqs first, and
+// include the core later.
+#include <mlpack/prereqs.hpp>
 
 namespace mlpack {
 
@@ -168,4 +172,7 @@ class LinearRegression
 // Include implementation.
 #include "linear_regression_impl.hpp"
 
+// Now that LinearRegression is defined, we can include the core.
+#include <mlpack/core.hpp>
+
 #endif // MLPACK_METHODS_LINEAR_REGRESSION_HPP