diff --git cpp/src/plasma/client.cc cpp/src/plasma/client.cc
--- cpp/src/plasma/client.cc
+++ cpp/src/plasma/client.cc
@@ -985,3 +985,8 @@ Status PlasmaClient::Impl::Subscribe(int* fd) {
   // Make the socket non-blocking.
+#ifdef _WINSOCKAPI_
+  unsigned long value = 1;
+  ARROW_CHECK(ioctlsocket(sock[1], FIONBIO, &value) == 0);
+#else
   int flags = fcntl(sock[1], F_GETFL, 0);
   ARROW_CHECK(fcntl(sock[1], F_SETFL, flags | O_NONBLOCK) == 0);
+#endif
diff --git cpp/src/plasma/fling.cc cpp/src/plasma/fling.cc
--- cpp/src/plasma/fling.cc
+++ cpp/src/plasma/fling.cc
@@ -18,6 +18,10 @@
 
 #include "arrow/util/logging.h"
 
+#ifdef _WIN32
+#include <ws2tcpip.h>  // socklen_t
+#endif
+
 void init_msg(struct msghdr* msg, struct iovec* iov, char* buf, size_t buf_len) {
   iov->iov_base = buf;
   iov->iov_len = 1;
--