diff --git a/CMakeLists.txt b/CMakeLists.txt
index 689e498d31..c5dda3adca 100644
--- a/CMakeLists.txt
+++ b/CMakeLists.txt
@@ -20,10 +20,19 @@ option(BUILD_WITH_COVERAGE
 option(MATHJAX
     "Use MathJax for HTML Doxygen output (disabled by default)." OFF)
 option(FORCE_CXX11
-    "Don't check that the compiler supports C++11, just assume it.  Make sure to specify any necessary flag to enable C++11 as part of CXXFLAGS."
-    OFF)
+    "Don't check that the compiler supports C++11, just assume it.  Make sure "
+    "to specify any necessary flag to enable C++11 as part of CXXFLAGS." OFF)
 enable_testing()
 
+# Currently Python bindings aren't known to build successfully on Windows, so
+# set BUILD_PYTHON_BINDINGS to OFF when the platform is Windows.
+if (WIN32)
+  option(BUILD_PYTHON_BINDINGS "Build Python bindings." OFF)
+  message(WARNING "By default Python bindings are not compiled for Windows "
+      "because they are not known to work.  Set BUILD_PYTHON_BINDINGS to ON if "
+      "you want them built.")
+endif()
+
 # Ensure that we have a C++11 compiler.  In newer versions of CMake, this is
 # done with target_compile_features() when the mlpack library target is added in
 # src/mlpack/CMakeLists.txt.