diff --git a/tools/run_tests/build_python.sh b/tools/run_tests/build_python.sh
index b786c479f3660fea4597b3254ae5446c6601b996..54e2fe534789c9cce9168ecab585d243e11322f1 100755
--- a/tools/run_tests/build_python.sh
+++ b/tools/run_tests/build_python.sh
@@ -39,6 +39,14 @@ cd $(dirname $0)/../..
 
 PLATFORM=`uname -s`
 
+function is_msys() {
+  if [ "${PLATFORM/MSYS}" != "$PLATFORM" ]; then
+    echo true
+  else
+    exit 1
+  fi
+}
+
 function is_mingw() {
   if [ "${PLATFORM/MINGW}" != "$PLATFORM" ]; then
     echo true
@@ -108,6 +116,12 @@ VENV=${2:-$(venv $PYTHON)}
 VENV_RELATIVE_PYTHON=${3:-$(venv_relative_python)}
 TOOLCHAIN=${4:-$(toolchain)}
 
+if [ $(is_msys) ]; then
+  echo "MSYS doesn't directly provide the right compiler(s);"
+  echo "switch to a MinGW shell."
+  exit 1
+fi
+
 ROOT=`pwd`
 export CFLAGS="-I$ROOT/include -std=gnu99 -fno-wrapv $CFLAGS"
 export GRPC_PYTHON_BUILD_WITH_CYTHON=1