diff --git a/.vsts-ci.yml b/.vsts-ci.yml
index 5e99f9d36f45..a39dbc0e105b 100644
--- a/.vsts-ci.yml
+++ b/.vsts-ci.yml
@@ -24,8 +24,6 @@ jobs:
   strategy:
     maxParallel: 6
     matrix:
-      r_package:
-        TASK: r-package
       regular:
         TASK: regular
       sdist:
@@ -44,6 +42,8 @@ jobs:
         TASK: gpu
         METHOD: source
         PYTHON_VERSION: 3.6
+      r_package:
+        TASK: r-package
   steps:
   - script: |
       echo "##vso[task.setvariable variable=HOME_DIRECTORY]$AGENT_HOMEDIRECTORY"
@@ -78,8 +78,6 @@ jobs:
   strategy:
     maxParallel: 3
     matrix:
-      r_package:
-        TASK: r-package
       regular:
         TASK: regular
         PYTHON_VERSION: 3.7
@@ -88,6 +86,8 @@ jobs:
         PYTHON_VERSION: 3.5
       bdist:
         TASK: bdist
+      r_package:
+        TASK: r-package
   steps:
   - script: |
       echo "##vso[task.setvariable variable=HOME_DIRECTORY]$AGENT_HOMEDIRECTORY"
@@ -119,9 +119,6 @@ jobs:
   strategy:
     maxParallel: 3
     matrix:
-      rpkg:
-        TASK: r-package
-        R_WINDOWS_VERSION: 3.6.3
       regular:
         TASK: regular
         PYTHON_VERSION: 3.6
diff --git a/CMakeLists.txt b/CMakeLists.txt
index 2ecd401831fc..ed09e3c03dd7 100644
--- a/CMakeLists.txt
+++ b/CMakeLists.txt
@@ -280,9 +280,9 @@ if(USE_SWIG)
             COMMAND "${Java_JAR_EXECUTABLE}" -cf lightgbmlib.jar com)
   else()
     add_custom_command(TARGET _lightgbm_swig POST_BUILD
-	    COMMAND "${Java_JAVAC_EXECUTABLE}" -d . java/*.java
-	    COMMAND cp "${PROJECT_SOURCE_DIR}/*.so" com/microsoft/ml/lightgbm/linux/x86_64
-	    COMMAND "${Java_JAR_EXECUTABLE}" -cf lightgbmlib.jar com)
+      COMMAND "${Java_JAVAC_EXECUTABLE}" -d . java/*.java
+      COMMAND cp "${PROJECT_SOURCE_DIR}/*.so" com/microsoft/ml/lightgbm/linux/x86_64
+      COMMAND "${Java_JAR_EXECUTABLE}" -cf lightgbmlib.jar com)
   endif()
 endif(USE_SWIG)
 
@@ -316,16 +316,7 @@ if(WIN32 AND (MINGW OR CYGWIN))
 endif()
 
 if(BUILD_FOR_R)
-  if(MSVC)
-    # https://docs.microsoft.com/en-us/cpp/build/reference/link-input-files?redirectedfrom=MSDN&view=vs-2019
-    set_property(
-      TARGET _lightgbm
-      PROPERTY MSVC_RUNTIME_LIBRARY "MultiThreadedDLL"
-    )
-    TARGET_LINK_LIBRARIES(_lightgbm ${CMAKE_CURRENT_BINARY_DIR}/R.lib)
-  else()
     TARGET_LINK_LIBRARIES(_lightgbm ${LIBR_CORE_LIBRARY})
-  endif()
 endif(BUILD_FOR_R)
 
 install(TARGETS lightgbm _lightgbm
diff --git a/R-package/src/cmake/modules/FindLibR.cmake b/R-package/src/cmake/modules/FindLibR.cmake
index 7d3e9cf499ab..307b23fa19d7 100644
--- a/R-package/src/cmake/modules/FindLibR.cmake
+++ b/R-package/src/cmake/modules/FindLibR.cmake
@@ -10,6 +10,7 @@
 #  LIBR_HOME
 #  LIBR_EXECUTABLE
 #  LIBR_INCLUDE_DIRS
+#  LIBR_LIB_DIR
 #  LIBR_CORE_LIBRARY
 # and a CMake function to create R.lib for MSVC
 
@@ -35,8 +36,8 @@ function(create_rlib_for_msvc)
     message(FATAL_ERROR "create_rlib_for_msvc() can only be used with MSVC")
   endif()
 
-  if(NOT EXISTS "${LIBR_CORE_LIBRARY}")
-    message(FATAL_ERROR "LIBR_CORE_LIBRARY, '${LIBR_CORE_LIBRARY}', not found")
+  if(NOT EXISTS "${LIBR_LIB_DIR}")
+    message(FATAL_ERROR "LIBR_LIB_DIR, '${LIBR_LIB_DIR}', not found")
   endif()
 
   find_program(GENDEF_EXE gendef)
@@ -49,7 +50,7 @@ function(create_rlib_for_msvc)
 
   # extract symbols from R.dll into R.def and R.lib import library
   execute_process(COMMAND ${GENDEF_EXE}
-    "-" "${LIBR_CORE_LIBRARY}"
+    "-" "${LIBR_LIB_DIR}/R.dll"
     OUTPUT_FILE "${CMAKE_CURRENT_BINARY_DIR}/R.def"
   )
   execute_process(COMMAND ${DLLTOOL_EXE}
@@ -167,20 +168,24 @@ execute_process(
   OUTPUT_VARIABLE LIBR_INCLUDE_DIRS
 )
 
+# ask R for the lib dir
+execute_process(
+  COMMAND ${LIBR_EXECUTABLE} "--slave" "--vanilla" "-e" "cat(normalizePath(R.home('lib'), winslash='/'))"
+  OUTPUT_VARIABLE LIBR_LIB_DIR
+)
+
 set(LIBR_HOME ${LIBR_HOME} CACHE PATH "R home directory")
 set(LIBR_EXECUTABLE ${LIBR_EXECUTABLE} CACHE PATH "R executable")
 set(LIBR_INCLUDE_DIRS ${LIBR_INCLUDE_DIRS} CACHE PATH "R include directory")
+set(LIBR_LIB_DIR ${LIBR_LIB_DIR} CACHE PATH "R shared libraries directory")
 
 # look for the core R library
-if(WIN32)
-  set(LIBR_CORE_LIBRARY ${LIBR_HOME}/bin/${R_ARCH}/R.dll)
-else()
-  find_library(
-    LIBR_CORE_LIBRARY
-    NAMES R
-    HINTS "${CMAKE_CURRENT_BINARY_DIR}" "${LIBR_HOME}/lib" "${LIBR_HOME}/bin/${R_ARCH}" "${LIBR_HOME}/bin" "${LIBR_LIBRARIES}"
-  )
-endif()
+find_library(
+  LIBR_CORE_LIBRARY
+  NAMES R R.dll
+  HINTS "${CMAKE_CURRENT_BINARY_DIR}" "${LIBR_HOME}/lib" "${LIBR_HOME}/bin/${R_ARCH}" "${LIBR_HOME}/bin" "${LIBR_LIBRARIES}"
+  PATHS "${LIBR_HOME}/bin/${R_ARCH}/R.dll"
+)
 
 set(LIBR_CORE_LIBRARY ${LIBR_CORE_LIBRARY} CACHE PATH "R core shared library")
 
@@ -200,5 +205,6 @@ find_package_handle_standard_args(LibR DEFAULT_MSG
   LIBR_HOME
   LIBR_EXECUTABLE
   LIBR_INCLUDE_DIRS
+  LIBR_LIB_DIR
   LIBR_CORE_LIBRARY
 )