diff --git a/src/shogun/lib/SGMatrix.h b/src/shogun/lib/SGMatrix.h
index 59bb8167b87..18b413e4c58 100644
--- a/src/shogun/lib/SGMatrix.h
+++ b/src/shogun/lib/SGMatrix.h
@@ -9,6 +9,7 @@
 #ifndef __SGMATRIX_H__
 #define __SGMATRIX_H__
 
+#include <shogun/base/macros.h>
 #include <shogun/io/SGIO.h>
 #include <shogun/lib/config.h>
 #include <shogun/lib/common.h>
diff --git a/src/shogun/lib/SGVector.h b/src/shogun/lib/SGVector.h
index c9c3ba73f28..0b64f2541ab 100644
--- a/src/shogun/lib/SGVector.h
+++ b/src/shogun/lib/SGVector.h
@@ -11,6 +11,7 @@
 
 #include <shogun/lib/config.h>
 
+#include <shogun/base/macros.h>
 #include <shogun/io/SGIO.h>
 #include <shogun/lib/common.h>
 #include <shogun/lib/SGReferencedData.h>