diff --git a/ci/appveyor-cpp-build-mingw.bat b/ci/appveyor-cpp-build-mingw.bat
index f3e5d4c3a33..0d9d34b6109 100644
--- a/ci/appveyor-cpp-build-mingw.bat
+++ b/ci/appveyor-cpp-build-mingw.bat
@@ -44,19 +44,20 @@ cmake ^
     -G "MSYS Makefiles" ^
     -DARROW_BUILD_STATIC=OFF ^
     -DARROW_BUILD_TESTS=ON ^
+    -DARROW_FLIGHT=ON ^
     -DARROW_PACKAGE_PREFIX=%MINGW_PREFIX% ^
-    -DARROW_WITH_BZ2=ON ^
-    -DARROW_WITH_ZLIB=ON ^
-    -DARROW_WITH_ZSTD=ON ^
-    -DARROW_WITH_LZ4=ON ^
-    -DARROW_WITH_SNAPPY=ON ^
-    -DARROW_WITH_BROTLI=ON ^
     -DARROW_PARQUET=ON ^
-    -DPARQUET_REQUIRE_ENCRYPTION=ON ^
     -DARROW_PYTHON=ON ^
     -DARROW_USE_GLOG=OFF ^
+    -DARROW_WITH_BROTLI=ON ^
+    -DARROW_WITH_BZ2=ON ^
+    -DARROW_WITH_LZ4=ON ^
+    -DARROW_WITH_SNAPPY=ON ^
+    -DARROW_WITH_ZLIB=ON ^
+    -DARROW_WITH_ZSTD=ON ^
     -DCMAKE_BUILD_TYPE=%CMAKE_BUILD_TYPE% ^
     -DCMAKE_INSTALL_PREFIX=%INSTALL_DIR% ^
+    -DPARQUET_REQUIRE_ENCRYPTION=ON ^
     -DPythonInterp_FIND_VERSION=ON ^
     -DPythonInterp_FIND_VERSION_MAJOR=3 ^
     .. || exit /B
diff --git a/cpp/src/arrow/filesystem/s3fs_test.cc b/cpp/src/arrow/filesystem/s3fs_test.cc
index c868e8a2be8..d9669359dd9 100644
--- a/cpp/src/arrow/filesystem/s3fs_test.cc
+++ b/cpp/src/arrow/filesystem/s3fs_test.cc
@@ -22,6 +22,12 @@
 #include <utility>
 #include <vector>
 
+// boost/process/detail/windows/handle_workaround.hpp doesn't work
+// without BOOST_USE_WINDOWS_H with MinGW because MinGW doesn't
+// provide __kernel_entry without winternl.h.
+//
+// See also:
+// https://github.com/boostorg/process/blob/develop/include/boost/process/detail/windows/handle_workaround.hpp
 #include <boost/process.hpp>
 
 #include <gtest/gtest.h>
diff --git a/cpp/src/arrow/flight/test_util.cc b/cpp/src/arrow/flight/test_util.cc
index 88c2b53afa7..5ad7a899c66 100644
--- a/cpp/src/arrow/flight/test_util.cc
+++ b/cpp/src/arrow/flight/test_util.cc
@@ -26,6 +26,13 @@
 #include <sstream>
 
 #include <boost/filesystem.hpp>
+// boost/process/detail/windows/handle_workaround.hpp doesn't work
+// without BOOST_USE_WINDOWS_H with MinGW because MinGW doesn't
+// provide __kernel_entry without winternl.h.
+//
+// See also:
+// https://github.com/boostorg/process/blob/develop/include/boost/process/detail/windows/handle_workaround.hpp
+#define BOOST_USE_WINDOWS_H 1
 #include <boost/process.hpp>
 
 #include <gtest/gtest.h>