diff --git a/cpp/src/gandiva/CMakeLists.txt b/cpp/src/gandiva/CMakeLists.txt
index 312ab84f65ee6..3bb4cb80f51bc 100644
--- a/cpp/src/gandiva/CMakeLists.txt
+++ b/cpp/src/gandiva/CMakeLists.txt
@@ -93,6 +93,16 @@ endif()
 set(GANDIVA_SHARED_LINK_LIBS arrow_shared LLVM::LLVM_HEADERS)
 set(GANDIVA_SHARED_PRIVATE_LINK_LIBS LLVM::LLVM_LIBS ${GANDIVA_OPENSSL_TARGETS}
                                      Boost::headers)
+if(MSVC)
+  set(MSVC_DIA_SDK_DIR "$ENV{VSINSTALLDIR}DIA SDK")
+  if(IS_DIRECTORY ${MSVC_DIA_SDK_DIR})
+    set(GANDIVA_DIA_GUIDS_LIB "${MSVC_DIA_SDK_DIR}/lib/amd64/diaguids.lib")
+    string(REGEX REPLACE "\\\\" "\\\\\\\\" GANDIVA_DIA_GUIDS_LIB_ESCAPED
+                         "${GANDIVA_DIA_GUIDS_LIB}")
+    list(APPEND GANDIVA_SHARED_PRIVATE_LINK_LIBS GANDIVA_DIA_GUIDS_LIB_ESCAPED)
+  endif()
+endif()
+
 set(GANDIVA_STATIC_LINK_LIBS
     arrow_static
     LLVM::LLVM_HEADERS