diff --git a/lib/hostthre.c b/lib/hostthre.c
index 4fb172c42ed499963308b229b9b4b1eacad2629d..a2110569552e08c275ec1b2fd40b5aec78f2aaa9 100644
--- a/lib/hostthre.c
+++ b/lib/hostthre.c
@@ -542,7 +542,9 @@ static bool init_resolve_thread (struct connectdata *conn,
 #endif
 
   if (!td->thread_hnd) {
+#ifndef _WIN32_WCE
      SetLastError(errno);
+#endif
      TRACE(("_beginthreadex() failed; %s\n", Curl_strerror(conn,errno)));
      Curl_destroy_thread_data(&conn->async);
      return FALSE;