diff --git a/R-package/src/install.libs.R b/R-package/src/install.libs.R
index 67dd7554106c..0bc34bf23071 100644
--- a/R-package/src/install.libs.R
+++ b/R-package/src/install.libs.R
@@ -149,7 +149,7 @@ if (!use_precompile) {
     } else {
       visual_studio_succeeded <- .generate_vs_makefiles(cmake_args)
       if (!isTRUE(visual_studio_succeeded)) {
-        message("Building with Visual Studio failed. Attempting with MinGW")
+        warning("Building with Visual Studio failed. Attempting with MinGW")
         # Must build twice for Windows due sh.exe in Rtools
         cmake_args <- c(cmake_args, "-G", shQuote("MinGW Makefiles"))
         .run_shell_command("cmake", c(cmake_args, ".."), strict = FALSE)