diff --git a/sdl2-config.cmake.in b/sdl2-config.cmake.in
index 77c4e1a0f..c570511fa 100644
--- a/sdl2-config.cmake.in
+++ b/sdl2-config.cmake.in
@@ -12,20 +12,64 @@ set(SDL2_LIBRARIES "-L${SDL2_LIBDIR} @SDL_RLD_FLAGS@ @SDL_LIBS@")
 string(STRIP "${SDL2_LIBRARIES}" SDL2_LIBRARIES)
 
 if(NOT TARGET SDL2::SDL2)
+  # provide SDL2::SDL2, SDL2::SDL2main and SDL2::SDL2-static targets, like SDL2Config.cmake does, for compatibility
+
   # Remove -lSDL2 as that is handled by CMake, note the space at the end so it does not replace e.g. -lSDL2main
   # This may require "libdir" beeing set (from above)
   string(REPLACE "-lSDL2 " "" SDL2_EXTRA_LINK_FLAGS "@SDL_RLD_FLAGS@ @SDL_LIBS@ ")
+  # also get rid of -lSDL2main, if you want to link against that use both SDL2::SDL2main and SDL2::SDL2 (in that order)
+  # (SDL2Config.cmake has the same behavior)
+  string(REPLACE "-lSDL2main" "" SDL2_EXTRA_LINK_FLAGS ${SDL2_EXTRA_LINK_FLAGS})
   string(STRIP "${SDL2_EXTRA_LINK_FLAGS}" SDL2_EXTRA_LINK_FLAGS)
   string(REPLACE "-lSDL2 " "" SDL2_EXTRA_LINK_FLAGS_STATIC "@SDL_STATIC_LIBS@ ")
   string(STRIP "${SDL2_EXTRA_LINK_FLAGS_STATIC}" SDL2_EXTRA_LINK_FLAGS_STATIC)
 
+if(WIN32 AND NOT MSVC)
+  # MINGW needs very special handling, because the link order must be exactly -lmingw32 -lSDL2main -lSDL2
+  # for it to work at all (and -mwindows somewhere); a normal SHARED IMPORTED or STATIC IMPORTED library always puts itself first
+  # so handle this like a header-only lib and put everything in INTERFACE_LINK_LIBRARIES
+
+  add_library(SDL2::SDL2 INTERFACE IMPORTED)
+  set_target_properties(SDL2::SDL2 PROPERTIES
+    INTERFACE_INCLUDE_DIRECTORIES "${SDL2_INCLUDE_DIRS}"
+    INTERFACE_LINK_LIBRARIES "-L${SDL2_LIBDIR} -lSDL2")
+
+  add_library(SDL2::SDL2main INTERFACE IMPORTED)
+  set_target_properties(SDL2::SDL2main PROPERTIES
+    INTERFACE_LINK_LIBRARIES "-L${SDL2_LIBDIR} -lmingw32 -lSDL2main -mwindows")
+
+else() # (not WIN32) or MSVC
+
   add_library(SDL2::SDL2 SHARED IMPORTED)
   set_target_properties(SDL2::SDL2 PROPERTIES
     INTERFACE_INCLUDE_DIRECTORIES "${SDL2_INCLUDE_DIRS}"
     IMPORTED_LINK_INTERFACE_LANGUAGES "C"
-    IMPORTED_LOCATION "@libdir@/${CMAKE_SHARED_LIBRARY_PREFIX}SDL2${CMAKE_SHARED_LIBRARY_SUFFIX}"
-    # TODO: on windows set IMPORTED_IMPLIB to SDL2.lib
-    INTERFACE_LINK_LIBRARIES "${SDL2_EXTRA_LINK_FLAGS}") # TODO: really? SDL2Config.cmake doesn't do this
+    IMPORTED_LOCATION "${SDL2_LIBDIR}/${CMAKE_SHARED_LIBRARY_PREFIX}SDL2${CMAKE_SHARED_LIBRARY_SUFFIX}")
+
+  if(MSVC)
+    # This file is generated when building SDL2 with autotools and MinGW, and MinGW/dlltool
+    # isn't able to generate .lib files that are usable by recent MSVC versions 
+    # (something about "module unsafe for SAFESEH"; SAFESEH is enabled by default in MSVC).
+    # The .lib file for SDL2.dll *could* be generated with `gendef SDL2.dll` and then
+    # `lib.exe /machine:x86 /def:SDL2.def /out:SDL2.lib` (or /machine:amd64)
+    # but that requires lib.exe from a Visual Studio installation - and that still doesn't
+    # give you a static SDL2main.lib with SAFESEH support that you'll need (unless you don't use SDL2main)
+    # Note that when building SDL2 with CMake and MSVC, the result works with both MinGW and MSVC.
+
+    message(FATAL_ERROR, "This build of libSDL2 only supports MinGW, not MSVC (Visual C++), because it lacks .lib files!")
+    # MSVC needs SDL2.lib set as IMPORTED_IMPLIB to link against (comment out message() call above if you added SDL2.lib yourself)
+    set_target_properties(SDL2::SDL2 PROPERTIES IMPORTED_IMPLIB "${SDL2_LIBDIR}/SDL2.lib")
+  else()
+    # this mustn't be set for MSVC, so do it here in an extra call here
+    set_target_properties(SDL2::SDL2 PROPERTIES INTERFACE_LINK_LIBRARIES  "${SDL2_EXTRA_LINK_FLAGS}")
+  endif()
+
+  add_library(SDL2::SDL2main STATIC IMPORTED)
+  set_target_properties(SDL2::SDL2main PROPERTIES
+    IMPORTED_LINK_INTERFACE_LANGUAGES "C"
+    IMPORTED_LOCATION "${SDL2_LIBDIR}/${CMAKE_STATIC_LIBRARY_PREFIX}SDL2main${CMAKE_STATIC_LIBRARY_SUFFIX}")
+
+endif() # (not WIN32) or MSVC
 
   add_library(SDL2::SDL2-static STATIC IMPORTED)
   set_target_properties(SDL2::SDL2-static PROPERTIES
@@ -34,8 +78,4 @@ if(NOT TARGET SDL2::SDL2)
     IMPORTED_LOCATION "${SDL2_LIBDIR}/${CMAKE_STATIC_LIBRARY_PREFIX}SDL2${CMAKE_STATIC_LIBRARY_SUFFIX}"
     INTERFACE_LINK_LIBRARIES "${SDL2_EXTRA_LINK_FLAGS_STATIC}")
 
-  add_library(SDL2::SDL2main STATIC IMPORTED)
-  set_target_properties(SDL2::SDL2main PROPERTIES
-    IMPORTED_LINK_INTERFACE_LANGUAGES "C"
-    IMPORTED_LOCATION "@libdir@/${CMAKE_STATIC_LIBRARY_PREFIX}SDL2main${CMAKE_STATIC_LIBRARY_SUFFIX}")
-endif()
+endif() # NOT TARGET SDL2::SDL2