diff --git a/faq.md b/faq.md
index 7ab7b14..0b7f263 100644
--- a/faq.md
+++ b/faq.md
@@ -98,6 +98,8 @@ If you're on OS X, one possibility is that you had installed Vim with
 [RVM](http://rvm.io/) or [rbenv](https://github.com/sstephenson/rbenv) and later
 removed that version of Ruby.
 
+If you're on Windows using cygwin and the above command fails with: `cannot load such file -- rubygems.rb (LoadError)`, then cygwin is missing the `rubygems` package. Install it using the setup.exe that came with cygwin. After that, vim-plug should be able to use the ruby installer.
+
 [Please let me know](https://github.com/junegunn/vim-plug/issues) if you can't
 resolve the problem. In the meantime, you can set `g:plug_threads` to 1, so that
 Ruby installer is not used at all.