diff --git a/cpp/src/arrow/flight/sql/CMakeLists.txt b/cpp/src/arrow/flight/sql/CMakeLists.txt
index 5dbadd1234bb7..d0cac8c4691f4 100644
--- a/cpp/src/arrow/flight/sql/CMakeLists.txt
+++ b/cpp/src/arrow/flight/sql/CMakeLists.txt
@@ -36,8 +36,8 @@ add_custom_command(OUTPUT ${FLIGHT_SQL_GENERATED_PROTO_FILES}
 set_source_files_properties(${FLIGHT_SQL_GENERATED_PROTO_FILES} PROPERTIES GENERATED TRUE)
 if(MSVC)
   # Suppress warnings caused by Protobuf (casts, dll-interface)
-  set_source_files_properties(${FLIGHT_SQL_GENERATED_PROTO_FILES}
-                              PROPERTIES COMPILE_FLAGS "/wd4251 /wd4267")
+  set_source_files_properties(${FLIGHT_SQL_GENERATED_PROTO_FILES} PROPERTIES COMPILE_FLAGS
+                                                                             "/wd4267")
 endif()
 
 add_custom_target(flight_sql_protobuf_gen ALL DEPENDS ${FLIGHT_SQL_GENERATED_PROTO_FILES})
@@ -47,7 +47,7 @@ set(ARROW_FLIGHT_SQL_SRCS
     sql_info_internal.cc
     column_metadata.cc
     client.cc
-    "${CMAKE_CURRENT_BINARY_DIR}/FlightSql.pb.cc")
+    protocol_internal.cc)
 
 add_arrow_lib(arrow_flight_sql
               CMAKE_PACKAGE_NAME
diff --git a/cpp/src/arrow/flight/sql/client.cc b/cpp/src/arrow/flight/sql/client.cc
index 3ce220491f173..10ff1eea6f4cb 100644
--- a/cpp/src/arrow/flight/sql/client.cc
+++ b/cpp/src/arrow/flight/sql/client.cc
@@ -23,7 +23,7 @@
 #include <google/protobuf/any.pb.h>
 
 #include "arrow/buffer.h"
-#include "arrow/flight/sql/FlightSql.pb.h"
+#include "arrow/flight/sql/protocol_internal.h"
 #include "arrow/flight/types.h"
 #include "arrow/io/memory.h"
 #include "arrow/ipc/reader.h"
diff --git a/cpp/src/arrow/flight/sql/client_test.cc b/cpp/src/arrow/flight/sql/client_test.cc
index c25a3e02b8c60..54c2b73af0f5a 100644
--- a/cpp/src/arrow/flight/sql/client_test.cc
+++ b/cpp/src/arrow/flight/sql/client_test.cc
@@ -26,11 +26,17 @@
 
 #include <utility>
 
+// XXX(ARROW-16902): Protobuf doesn't insert dllimport declarations in
+// all the right places for MinGW (causing an error "redeclared
+// without dllimport attribute"). Instead, just omit them and rely on
+// symbols being found implicitly.
+#if defined(__MINGW32__)
+#define ARROW_FLIGHT_SQL_STATIC
+#endif
 // Must come before Protobuf include
-#include "arrow/flight/sql/visibility.h"
+#include "arrow/flight/sql/protocol_internal.h"
 
 #include "arrow/buffer.h"
-#include "arrow/flight/sql/FlightSql.pb.h"
 #include "arrow/flight/sql/api.h"
 #include "arrow/testing/gtest_util.h"
 
diff --git a/cpp/src/arrow/flight/sql/protocol_internal.cc b/cpp/src/arrow/flight/sql/protocol_internal.cc
new file mode 100644
index 0000000000000..0d5e3c4c60b8d
--- /dev/null
+++ b/cpp/src/arrow/flight/sql/protocol_internal.cc
@@ -0,0 +1,23 @@
+// Licensed to the Apache Software Foundation (ASF) under one
+// or more contributor license agreements.  See the NOTICE file
+// distributed with this work for additional information
+// regarding copyright ownership.  The ASF licenses this file
+// to you under the Apache License, Version 2.0 (the
+// "License"); you may not use this file except in compliance
+// with the License.  You may obtain a copy of the License at
+//
+//   http://www.apache.org/licenses/LICENSE-2.0
+//
+// Unless required by applicable law or agreed to in writing,
+// software distributed under the License is distributed on an
+// "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
+// KIND, either express or implied.  See the License for the
+// specific language governing permissions and limitations
+
+#include "arrow/flight/sql/protocol_internal.h"
+
+// NOTE(lidavidm): Normally this is forbidden, but on Windows to get
+// the dllexport/dllimport macro in the right places, we need to
+// ensure our header gets included (and Protobuf will not insert the
+// include for you)
+#include "arrow/flight/sql/FlightSql.pb.cc"  // NOLINT
diff --git a/cpp/src/arrow/flight/sql/protocol_internal.h b/cpp/src/arrow/flight/sql/protocol_internal.h
new file mode 100644
index 0000000000000..ce50ad2f61b1e
--- /dev/null
+++ b/cpp/src/arrow/flight/sql/protocol_internal.h
@@ -0,0 +1,26 @@
+// Licensed to the Apache Software Foundation (ASF) under one
+// or more contributor license agreements.  See the NOTICE file
+// distributed with this work for additional information
+// regarding copyright ownership.  The ASF licenses this file
+// to you under the Apache License, Version 2.0 (the
+// "License"); you may not use this file except in compliance
+// with the License.  You may obtain a copy of the License at
+//
+//   http://www.apache.org/licenses/LICENSE-2.0
+//
+// Unless required by applicable law or agreed to in writing,
+// software distributed under the License is distributed on an
+// "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
+// KIND, either express or implied.  See the License for the
+// specific language governing permissions and limitations
+
+#pragma once
+
+// This addresses platform-specific defines, e.g. on Windows
+#include "arrow/flight/platform.h"  // IWYU pragma: keep
+
+// This header holds the Flight SQL definitions.
+
+#include "arrow/flight/sql/visibility.h"
+
+#include "arrow/flight/sql/FlightSql.pb.h"  // IWYU pragma: export
diff --git a/cpp/src/arrow/flight/sql/server.cc b/cpp/src/arrow/flight/sql/server.cc
index c82146de86da3..0ebe647ba1490 100644
--- a/cpp/src/arrow/flight/sql/server.cc
+++ b/cpp/src/arrow/flight/sql/server.cc
@@ -27,7 +27,7 @@
 
 #include "arrow/buffer.h"
 #include "arrow/builder.h"
-#include "arrow/flight/sql/FlightSql.pb.h"
+#include "arrow/flight/sql/protocol_internal.h"
 #include "arrow/flight/sql/sql_info_internal.h"
 #include "arrow/type.h"
 #include "arrow/util/checked_cast.h"